Reflecting random walks in curvilinear wedges

DOI10.1007/978-3-030-60754-8_26zbMath1469.60236arXiv2001.06685OpenAlexW3001455883MaRDI QIDQ1983067

Andrew R. Wade, Aleksandar Mijatović, Mikhail V. Menshikov

Publication date: 15 September 2021

Full work available at URL: https://arxiv.org/abs/2001.06685

zbMATH Keywords

recurrencetransienceoblique reflectionnormal reflectionreflected random walkpassage-time momentsgeneralized parabolic domain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity

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