Gambler's ruin estimates for random walks with symmetric spatially inhomogeneous incre\-ments

DOI10.3150/07-BEJ5135zbMath1111.62070OpenAlexW2035338904MaRDI QIDQ880477

Sami Mustapha

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej5135

zbMATH Keywords

Markov chainsGaussian estimatestransition kernelsdiscrete potential theory

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Probabilistic potential theory (60J45) Discrete potential theory (31C20)

Related Items (5)

Combinatorics meets potential theory ⋮ Unnamed Item ⋮ Survival time of a heterogeneous random walk in a quadrant ⋮ Discrete harmonic functions in Lipschitz domains ⋮ Upper estimates for inhomogeneous random walks confined to the positive orthant

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