One dimensional lattice random walks with absorption at a point/on a half line

DOI10.2969/jmsj/06320675zbMath1234.60051arXiv1103.5882OpenAlexW1981692113MaRDI QIDQ548529

Kôhei Uchiyama

Publication date: 29 June 2011

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5882

zbMATH Keywords

momentsasymptoticscharacteristic functionharmonic functionperiodidentically distributed random variables, absorptionrandom walk on \(\mathbb Z\)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Related Items (7)

Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations ⋮ One dimensional random walks killed on a finite set ⋮ Dyson Ferrari-Spohn diffusions and ordered walks under area tilts ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Green's functions of random walks on the upper half plane ⋮ Scaling limits of random walk bridges conditioned to avoid a finite set

Cites Work

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• The first hitting time of a single point for random walks
• The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues
• Green's functions of random walks on the upper half plane
• Local probabilities for random walks conditioned to stay positive
• Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes
• A local limit theorem for random walks conditioned to stay positive
• Wiener – hopf factorization revisited and some applications
• A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
• The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions

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