Transience and Recurrence of Markov Processes with Constrained Local Time
From MaRDI portal
Publication:5140271
zbMath1472.60133arXiv1806.05965MaRDI QIDQ5140271
Publication date: 15 December 2020
Full work available at URL: https://arxiv.org/abs/1806.05965
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items
On representations and simulation of conditioned random walks on integer lattices, Brownian motion conditioned to spend limited time below a barrier, Structural properties of conditioned random walks on integer lattices with random local constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Transience and recurrence of a Brownian path with limited local time
- Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case
- An integral test for the transience of a Brownian path with limited local time
- Random walks conditioned to stay in Weyl chambers of type C and D
- Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- Brownian motion conditioned to stay in a cone
- Conditional limit theorems for ordered random walks
- Some penalisations of the Wiener measure
- On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- On Edwards' model for long polymer chains
- An extension of Pitman's theorem for spectrally positive Lévy processes
- \(\mathcal O\)-regularly varying functions and strong asymptotic equivalence
- Conditionings and path decompositions for Lévy processes
- Censored stable processes
- Path transformations for local times of one-dimensional diffusions
- Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field
- Self-attractive random polymers.
- Fractal-dimensional properties of subordinators
- Random walks in cones
- Boundary crossing probability for Brownian motion
- An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk
- Boundary crossing distributions of random walks related to the law of the Iterated logaritm
- One-dimensional Brownian motion and the three-dimensional Bessel process
- Subexponentiality and infinite divisibility
- On the Asymptotics of the Density of an Infinitely Divisible Distribution at Infinity
- Annealed scaling for a charged polymer in dimensions two and higher
- Asymptotic of the maximal displacement in a branching random walk
- Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
- On L\'evy processes conditioned to avoid zero
- First passage times of L\'evy processes over a one-sided moving boundary
- Lectures on random polymers
- A survey of one-dimensional random polymers.
