Related papers: A Kernel Method for Exact Tail Asymptotics --- Ran…

Two-dimensional (random) walks in cones are very natural both in combinatorics and probability theory: they are interesting for themselves and also because they are strongly related to other discrete structures. While walks restricted to…

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature,…

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

We reconsider the problem of even-visiting random walks in one dimension. This problem is mapped onto a non-Hermitian Anderson model with binary disorder. We develop very efficient numerical tools to enumerate and characterize even-visiting…

We show that the full-sample bootstrap is asymptotically valid for constructing confidence intervals for high-quantiles, tail probabilities, and other tail parameters of a univariate distribution. This resolves the doubts that have been…

Sub-Gaussian estimates for the natural random walk is typical of many regular fractal graphs. Subordination shows that there exist heavy tailed jump processes whose jump indices are greater than or equal to two. However, the existing…

A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

In the context of lattice walk enumeration in cones, we consider the number of walks in the quarter plane with fixed starting and ending points, prescribed step-set and given length. After renormalization, this number may be interpreted as…

Any finitely generated group $G$ acts on its asymptotic cones in natural ways. The purpose of this paper is to calculate the kernel of such actions. First, we show that when $G$ is acylindrically hyperbolic, the kernel of the natural action…

For certain random variables that arise as limits of functionals of random finite trees, we obtain precise asymptotics for the logarithm of the right-hand tail. Our results are based on the facts (i) that the random variables we study can…

In many recent studies on random walks with small jumps in the quarter plane, it has been noticed that the so-called "group" of the walk governs the behavior of a number of quantities, in particular through its "order". In this paper, when…

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

We study the discrete quantum groups $\Gamma$ whose group algebra has an inner faithful representation of type $\pi:C^*(\Gamma)\to M_K(\mathbb C)$. Such a representation can be thought of as coming from an embedding $\Gamma\subset U_K$. Our…

Tail Gini functional is a measure of tail risk variability for systemic risks, and has many applications in banking, finance and insurance. Meanwhile, there is growing attention on aymptotic independent pairs in quantitative risk…

In this paper, we consider the $(1,R)$ state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal $R$ and to the left only 1. We provide an explicit criterion for positive recurrence and…

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

Consider a discrete-time quantum walk on the $N$-cycle subject to decoherence both on the coin and the position degrees of freedom. By examining the evolution of the density matrix of the system, we derive some new conclusions about the…

The set of random walks with different step sets (of short steps) in the quarter plane has provided a rich set of models that have profoundly different integrability properties. In particular, 23 of the 79 effectively different models can…

Consider a branching random walk on the real line with a killing barrier at zero: starting from a nonnegative point, particles reproduce and move independently, but are killed when they touch the negative half-line. The population of the…