The first hitting time of a single point for random walks

DOI10.1214/EJP.V16-931MaRDI QIDQ428562zbMATH OpenOpenAlexFDO

Authors Kohei Uchiyama

Publication date 22 June 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ejp.v16-931

zbMATH Keywords

asymptotic expansionFourier analysishitting timerandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

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• One dimensional lattice random walks with absorption at a point/on a half line
• Asymptotics of the densities of the first passage time distributions for Bessel diffusions
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• Infinitely many collisions between a recurrent simple random walk and arbitrary many transient random walks in a subballistic random environment
• The hitting distributions of a half real line for two-dimensional random walks
• Erratum to: asymptotic estimates of the distribution of Brownian hitting time of a disc
• Green's functions of random walks on the upper half plane
• Hitting times for independent random walks on \(\mathbb Z^d\)

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