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

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)

Recommendations

• scientific article; zbMATH DE number 65434
• Gaussian estimates for spatially inhomogeneous random walks on \(\mathbb Z^d\)
• Gambler's ruin estimates on finite inner uniform domains
• The several dimensional gambler's ruin problem
• On a gambler's ruin problem

Cited in

(8)

• Combinatorics meets potential theory
• scientific article; zbMATH DE number 65434 (Why is no real title available?)
• 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

This page was built for publication: Gambler's ruin estimates for random walks with symmetric spatially inhomogeneous incre\-ments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q880477)