Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips

DOI10.1214/EJP.v17-2216zbMath1261.60070arXiv1109.6453OpenAlexW2156100736MaRDI QIDQ456207

Iain M. MacPhee, Andrew R. Wade, Ostap Hryniv, Mikhail V. Menshikov

Publication date: 23 October 2012

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

Full work available at URL: https://arxiv.org/abs/1109.6453

zbMATH Keywords

semimartingalestransiencerisk processrate of escapeheavy-tailed random walkslast exit timesnon-homogeneous random walkspassage timesrandom walks on stripsrandom walks with internal degrees of freedom

Mathematics Subject Classification ID

Related Items (4)

Anomalous recurrence properties of many-dimensional zero-drift random walks ⋮ Heavy-tailed random walks on complexes of half-lines ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria ⋮ Markov chains with heavy-tailed increments and asymptotically zero drift

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