The first hitting time of a single point for random walks

DOI10.1214/EJP.V16-931zbMATH Open1245.60050OpenAlexW1968288365MaRDI QIDQ428562FDOQ428562

Kohei Uchiyama

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v16-931

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zbMATH Keywords

random walkasymptotic expansionhitting timeFourier analysis

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Cited In (18)

• One dimensional lattice random walks with absorption at a point/on a half line
• On the random walk with zero drifts in the first quadrant of r₂
• Green's functions of random walks on the upper half plane
• A note on the intersections of two random walks in two dimensions
• Hitting times for independent random walks on \(\mathbb Z^d\)
• Erratum to: asymptotic estimates of the distribution of Brownian hitting time of a disc
• Asymptotics of the densities of the first passage time distributions for Bessel diffusions
• Asymptotics of even-even correlations in the Ising model
• A bound for the distribution of the hitting time of arbitrary sets by random walk
• The Dickman subordinator, renewal theorems, and disordered systems
• One dimensional random walks killed on a finite set
• Non-directed polymers in heavy-tail random environment in dimension \(d\geq 2\)
• On the maximum of conditioned random walks and tightness for pinning models
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• Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations
• Asymptotic behaviour of a random walk killed on a finite set
• Large deviations of the range of the planar random walk on the scale of the mean

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