Random walks in the quarter-plane: advances in explicit criterions for the finiteness of the associated group in the genus 1 case

zbMATH Open1342.60063arXiv1408.3339MaRDI QIDQ2811806FDOQ2811806

Authors: Guy Fayolle, R. Iasnogorodski 

Publication date: 10 June 2016

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

Abstract: In the book [FIM], original methods were proposed to determine the invariant measure of random walks in the quarter plane with small jumps, the general solution being obtained via reduction to boundary value problems. Among other things, an important quantity, the so-called group of the walk, allows to deduce theoretical features about the nature of the solutions. In particular, when the emph{order} of the group is finite, necessary and sufficient conditions have been given in [FIM] for the solution to be rational or algebraic. In this paper, when the underlying algebraic curve is of genus $1$, we propose a concrete criterion ensuring the finiteness of the group. It turns out that this criterion can be expressed as the cancellation of a determinant of a matrix of order 3 or 4, which depends in a polynomial way on the coefficients of the walk.

Full work available at URL: https://arxiv.org/abs/1408.3339

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zbMATH Keywords

generating functionrandom walksautomorphismgenusalgebraic curveGalois groupuniformizationquarter-planeWeierstrass elliptic function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited In (3)

• On the nature of the generating series of walks in the quarter plane
• An upper bound and finiteness criteria for the Galois group of weighted walks with rational coefficients in the quarter plane
• Random walks in the quarter-plane with zero drift: an explicit criterion for the finiteness of the associated group

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