Random Walks Reaching Against all Odds the other Side of the Quarter Plane

DOI10.1239/jap/1363784426zbMath1271.60059arXiv1104.3034OpenAlexW3098305839MaRDI QIDQ4918564

Johan S. H. van Leeuwaarden, Kilian Raschel

Publication date: 25 April 2013

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

Full work available at URL: https://arxiv.org/abs/1104.3034

zbMATH Keywords

integral representationrandom walkhitting probabilityquarter planeconformal glueing

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20)

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Cites Work

• Counting walks in a quadrant: a unified approach via boundary value problems
• Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
• Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes
• Random walks in the quarter plane with zero drift: an explicit criterion for the finiteness of the associated group
• Spontaneous symmetry breaking: exact results for a biased random walk model of an exclusion process
• A mixture of the exclusion process and the voter model
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