Random walks in cones: the case of nonzero drift
From MaRDI portal
Publication:2436787
DOI10.1016/j.spa.2013.12.003zbMath1319.60088arXiv1306.5996MaRDI QIDQ2436787
Publication date: 26 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5996
60G50: Sums of independent random variables; random walks
Related Items
Counting quadrant walks via Tutte's invariant method, Asymptotics of lattice walks via analytic combinatorics in several variables, Higher Dimensional Lattice Walks: Connecting Combinatorial and Analytic Behavior, Ranking-based rich-get-richer processes, An elementary solution of Gessel's walks in the quadrant, On the exit time from a cone for random walks with drift, Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption, Taming reluctant random walks in the positive quadrant, On the exit time from an orthant for badly oriented random walks, Counting walks with large steps in an orthant, Discrete harmonic functions in the three-quarter plane, Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant, The asymptotics of reflectable weighted walks in arbitrary dimension, Harmonic functions of random walks in a semigroup via ladder heights, 3D positive lattice walks and spherical triangles, On walks avoiding a quadrant, Weighted lattice walks and universality classes, A combinatorial understanding of lattice path asymptotics
Cites Work
- Unnamed Item
- Martin boundary of a killed random walk on a quadrant
- On the asymptotic behaviour of first passage times for transient random walk
- Functional central limit theorems for random walks conditioned to stay positive
- Brownian motion in cones
- Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes
- Quasi-Stationary Distributions
- Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity
- Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
- Existence of non-trivial quasi-stationary distributions in the birth-death chain
- Random walks with negative drift conditioned to stay positive
- Quasi-stationary distributions for Markov chains on a general state space
- Potential theory in conical domains
- The Martin Boundary and Ratio Limit Theorems for Killed Random Walks
- Quasi-Stationary Behaviour of a Left-Continuous Random Walk