Ordered exponential random walks

MaRDI QIDQ6146331zbMATH OpenFDO

Authors Denis E. Denisov, Will Fitzgerald

Publication date 5 February 2024

Full work available at URL https://arxiv.org/abs/2205.02556, https://alea.impa.br/articles/v20/20-45.pdf

zbMATH Keywords

Doob \(h\)-transformPfaffiandiscrete harmonic functionWeyl chamberordered random walks

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

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