Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts

DOI10.1007/s10959-012-0411-xzbMath1314.60094arXiv0806.4561OpenAlexW3102003037MaRDI QIDQ742100

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

Publication date: 18 September 2014

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

Full work available at URL: https://arxiv.org/abs/0806.4561

zbMATH Keywords

Lyapunov functionsexit timespassage-time momentsangular asymptoticsasymptotically zero perturbationnon-homogeneous random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

Survival time of a heterogeneous random walk in a quadrant ⋮ Reflecting random walks in curvilinear wedges ⋮ On range and local time of many-dimensional submartingales ⋮ Upper estimates for inhomogeneous random walks confined to the positive orthant ⋮ Random walks in cones

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Criteria for the recurrence or transience of stochastic process. I
• Escape time for a random walk from an orthant
• Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Hitting time of a half-line by two-dimensional random walk
• Exit time of a centered random walk from a cone
• Asymptotical study of a centrifugal random walk
• Gaussian estimates for spatially inhomogeneous random walks on \(\mathbb Z^d\)
• Criteria for stochastic processes. II: Passage-time moments
• Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
• Rate of escape and central limit theorem for the supercritical Lamperti problem
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift
• The ergodic behaviour of random walks
• On the random walk with zero drifts in the first quadrant of r₂
• Potential theory in conical domains
• Potential theory in conical domains. II
• Topics in the Constructive Theory of Countable Markov Chains

This page was built for publication: Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts