Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
From MaRDI portal
Publication:2563942
DOI10.1214/aop/1039639371zbMath0869.60036OpenAlexW2081598770MaRDI QIDQ2563942
Mikhail V. Menshikov, Sanjar Aspandiiarov, Roudolf Iasnogorodski
Publication date: 20 February 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039639371
Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
Related Items (28)
Recurrence and transience of multitype branching random walks. ⋮ Polling systems in the critical regime. ⋮ Polling systems with parameter regeneration, the general case ⋮ Slow recurrent regimes for a class of one-dimensional stochastic growth models ⋮ Random walk in random environment with asymptotically zero perturbations ⋮ Tails of passage-times and an application to stochastic processes with boundary reflection in wedges ⋮ Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Stochastic billiards with Markovian reflections in generalized parabolic domains ⋮ Passage-time moments and hybrid zones for the exclusion-voter model ⋮ Passage time from four to two blocks of opinions in the voter model and walks in the quarter plane ⋮ Excursions and path functionals for stochastic processes with asymptotically zero drifts ⋮ The simple harmonic urn ⋮ Critical random walks on two-dimensional complexes with applications to polling systems ⋮ Rank-driven Markov processes ⋮ Reflecting random walks in curvilinear wedges ⋮ Moment bounds for dissipative semimartingales with heavy jumps ⋮ A Markov chain model of a polling system with parameter regeneration ⋮ On range and local time of many-dimensional submartingales ⋮ Random Walks Reaching Against all Odds the other Side of the Quarter Plane ⋮ Timescales of population rarity and commonness in random environments ⋮ Heavy-tailed random walks on complexes of half-lines ⋮ Random walks in the quarter plane, discrete harmonic functions and conformal mappings ⋮ Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts ⋮ On polynomial mixing bounds for stochastic differential equations ⋮ Markov chains with heavy-tailed increments and asymptotically zero drift ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ Lyapunov functions for random walks and strings in random environment
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Criteria for the recurrence or transience of stochastic process. I
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Random walks in a quarter plane with zero drifts. I: Ergodicity and null recurrence
- Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
- Criteria for stochastic processes. II: Passage-time moments
- Brownian motion in a wedge with oblique reflection
- Networks and dynamical systems
- On the Stochastic Matrices Associated with Certain Queuing Processes
This page was built for publication: Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
