English

First passage times for decoupled random walks

Probability 2026-01-07 v1

Abstract

Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled random walk is a sequence of independent random variables, in which the nnth variable has the same distribution as the position at time nn of a standard random walk with nonnegative increments. We prove distributional convergence in the Skorokhod space equipped with the J1J_1-topology of the running maxima and the first passage times of decoupled random walks. We show that there exist five different regimes, in which distinct limit theorems arise. Rather different functional limit theorems for the number of visits of decoupled standard random walk to the interval [0,t][0,t] as tt\to\infty were earlier obtained in the aforementioned paper Alsmeyer, Iksanov and Kabluchko (2025). While the limit processes for the first passage times are inverse extremal-like processes, the limit processes for the number of visits are stationary Gaussian.

Keywords

Cite

@article{arxiv.2601.03109,
  title  = {First passage times for decoupled random walks},
  author = {Alexander Iksanov and Zakhar Kabluchko and Vitali Wachtel},
  journal= {arXiv preprint arXiv:2601.03109},
  year   = {2026}
}

Comments

22 pages, 4 figures

R2 v1 2026-07-01T08:52:47.867Z