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

DOI10.3150/07-BEJ5135zbMATH Open1111.62070OpenAlexW2035338904MaRDI QIDQ880477FDOQ880477

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

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zbMATH Keywords

Markov chainsdiscrete potential theoryGaussian estimatestransition kernels

Mathematics Subject Classification ID

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

Cited In (8)

• Title not available (Why is that?)
• Combinatorics meets potential theory
• Discrete harmonic functions in Lipschitz domains
• Survival time of a heterogeneous random walk in a quadrant
• Gambler's ruin estimates on finite inner uniform domains
• Gaussian estimates for spatially inhomogeneous random walks on \(\mathbb Z^d\)
• Upper estimates for inhomogeneous random walks confined to the positive orthant
• Positive solutions to discrete harmonic functions in unbounded cylinders

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