Gambler's ruin estimates for random walks with symmetric spatially inhomogeneous incre\-ments

DOI10.3150/07-BEJ5135MaRDI QIDQ880477zbMATH OpenOpenAlexFDO

Authors Sami Mustapha

Publication date 15 May 2007

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/07-bej5135

zbMATH Keywords

discrete potential theoryGaussian estimatesMarkov chainstransition kernels

Mathematics Subject Classification ID

Discrete potential theory (31C20) Probabilistic potential theory (60J45) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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(8)

• Upper estimates for inhomogeneous random walks confined to the positive orthant
• Gambler's ruin estimates on finite inner uniform domains
• Discrete harmonic functions in Lipschitz domains
• Gaussian estimates for spatially inhomogeneous random walks on Z^d
• Combinatorics meets potential theory
• scientific article; zbMATH DE number 65434 (Why is no real title available?)
• Survival time of a heterogeneous random walk in a quadrant
• Positive solutions to discrete harmonic functions in unbounded cylinders

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