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

DOI10.2969/JMSJ/06320675zbMATH Open1234.60051arXiv1103.5882OpenAlexW1981692113MaRDI QIDQ548529FDOQ548529

Authors: Kohei Uchiyama 

Publication date: 29 June 2011

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

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.

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

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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)

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Cited In (16)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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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