Random walks with drift inside a pyramid: convergence rate for the survival probability

MaRDI QIDQ6146319zbMATH OpenFDO

Authors Rodolphe Garbit, Kilian Raschel

Publication date 5 February 2024

Full work available at URL https://arxiv.org/abs/2211.16050, https://alea.impa.br/articles/v20/20-35.pdf

zbMATH Keywords

Laplace transformovershoots of randompyramidsrandom walks in conessurvival probabilities

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Characteristic functions; other transforms (60E10) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50)

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Cites work

• Convex Analysis
• scientific article; zbMATH DE number 513105 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On the exit time from a cone for random walks with drift
• Singularity analysis via the iterated kernel method
• Two non-holonomic lattice walks in the quarter plane
• Walks with small steps in the quarter plane

Cited in

(1)

• Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone

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