One dimensional lattice random walks with absorption at a point/on a half line
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Abstract: This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the obtained estimate, that of the walk absorbed on a half line. The latter is used to evaluate the space-time distribution for the first entrance of the walk into the half line.
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- Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set
- Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
- Limit theorems for random walks with absorption
- Sharp probability estimates for random walks with barriers
- Green's functions of random walks on the upper half plane
- Absorbing probabilities of random walks in an independent random environment of convergence in distribution on the half-line
- On the Shapiro problem of random walks with absorbing points
- One dimensional random walks killed on a finite set
- The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance
- scientific article; zbMATH DE number 2030797 (Why is no real title available?)
- Scaling limits of random walk bridges conditioned to avoid a finite set
- Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations
- The zig-zag walk with scattering and absorption on the real half line and in a lattice model
- A note on absorption probabilities in one-dimensional random walk via complex-valued martingales
- Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
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