About a possible analytic approach for walks in the quarter plane with arbitrary big jumps

DOI10.1016/J.CRMA.2014.11.015MaRDI QIDQ2256791zbMATH OpenOpenAlexFDO

Authors Kilian Raschel, Guy Fayolle

Publication date 23 February 2015

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.7469, https://hal.inria.fr/hal-01021327/file/1-s2.0-S1631073X14003082-main.pdf

zbMATH Keywords

boundary value problemscompact Riemann surfacesrandom walks

Mathematics Subject Classification ID

Compact Riemann surfaces and uniformization (30F10) Riemann-Hilbert problems in context of PDEs (35Q15) Sums of independent random variables; random walks (60G50)

Abstract: In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter plane, Springer-Verlag, Berlin (1999)], initially valid for walks with small steps in the quarter plane. New technical challenges arise, most of them being tackled in the framework of generalized boundary value problems on compact Riemann surfaces.

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Cites work

• An analytical method in the theory of two-dimensional positive random walks
• Analytic combinatorics
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• scientific article; zbMATH DE number 1300856 (Why is no real title available?)
• Two coupled processors: The reduction to a Riemann-Hilbert problem
• Walks with small steps in the quarter plane

Cited in

(11)

• Counting walks with large steps in an orthant
• On walks avoiding a quadrant
• Weighted lattice walks and universality classes
• Combinatorics meets potential theory
• An elementary solution of Gessel's walks in the quadrant
• Walks in the quarter plane: analytic approach and applications
• scientific article; zbMATH DE number 1984534 (Why is no real title available?)
• Analytic approach for reflected Brownian motion in the quadrant
• Counting quadrant walks via Tutte's invariant method
• Constructing discrete harmonic functions in wedges
• Full asymptotic expansion for orbit-summable quadrant walks and discrete polyharmonic functions

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