Rate of escape of the conditioned two-dimensional simple random walk

DOI10.1016/J.SPA.2024.104469MaRDI QIDQ6658913

Orphée Collin, S. Popov

Publication date: 8 January 2025

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionconditioningtransiencesimple random walkDoob's \(h\)-transformKMT approximation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cites Work

• Two-dimensional random interlacements and late points for random walks
• The vacant set of two-dimensional critical random interlacement is infinite
• Two-dimensional Brownian random interlacements
• Rate of escape of conditioned Brownian motion
• Transience of conditioned walks on the plane: encounters and speed of escape
• On the range of a two-dimensional conditioned simple random walk
• Random Walk: A Modern Introduction
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Two-Dimensional Random Walk
• Two-dimensional random interlacements: 0-1 law and the vacant set at criticality

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