Survival time of a heterogeneous random walk in a quadrant

DOI10.1016/J.CRMA.2014.08.016zbMATH Open1318.60073OpenAlexW1970805050MaRDI QIDQ467685FDOQ467685

Authors: Néjib Ben Salem, Mohamed Sifi, Sami Mustapha 

Publication date: 4 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.crma.2014.08.016

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zbMATH Keywords

Gaussian tailsheterogeneous random walk

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Transition functions, generators and resolvents (60J35)

Cites Work

• Intersections of random walks
• Title not available (Why is that?)
• Random walks in cones
• Gaussian estimates for spatially inhomogeneous random walks on \(\mathbb Z^d\)
• Extinction probabilities for a distylous plant population modeled by an inhomogeneous random walk on the positive quadrant
• Walks with small steps in the quarter plane
• Walks in the quarter plane: Kreweras' algebraic model
• Random walks in the quarter plane, discrete harmonic functions and conformal mappings
• Gambler's ruin estimates for random walks with symmetric spatially inhomogeneous incre\-ments
• Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
• Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
• Potential theory in conical domains
• Potential theory in conical domains. II
• Green functions and Martin compactification for killed random walks related to \(SU(3)\)
• Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts

Cited In (1)

• Upper estimates for inhomogeneous random walks confined to the positive orthant

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