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In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

Probability · Mathematics 2018-08-07 Kohei Uchiyama

In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2)…

Probability · Mathematics 2022-06-22 Hua-Ming Wang , Lanlan Tang

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

Probability · Mathematics 2017-01-24 Kohei Uchiyama

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…

Probability · Mathematics 2011-09-01 Guy Katriel

We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n; x)$. In particular, for simple random walk our asymptotic formula is valid as long as…

Probability · Mathematics 2015-12-31 Bartosz Trojan

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

Probability · Mathematics 2024-09-30 Wojciech Cygan , Denis Denisov , Zbigniew Palmowski , Vitali Wachtel

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

Probability · Mathematics 2015-03-11 Lorenz A. Gilch

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

Probability · Mathematics 2012-07-11 Denis Denisov , Vitali Wachtel

A simple symmetric random walk in the space $\mathbb{Z}^2$ is considered. The asymptotic behavior as the number of jumps tends to infinity of the probability that a fixed edge of the random walk lies in the polygon that forms the boundary…

Probability · Mathematics 2026-05-05 Aleksandr Mysliuk

We study asymptotic behavior, for large time $n$, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset $A$. We show that it behaves like $4 \tilde u_A(x) \tilde u_{-A}(-y) (\lg…

Probability · Mathematics 2016-10-06 Kohei Uchiyama

We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we…

Probability · Mathematics 2020-12-24 Kohei Uchiyama

We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which…

Probability · Mathematics 2015-06-12 Elena Kosygina

We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…

Probability · Mathematics 2024-04-30 Orphée Collin , Serguei Popov

We consider the possible visits to visible points of a random walker moving up and right in the integer lattice (with probability $\alpha$ and $1-\alpha$, respectively) and starting from the origin. We show that, almost surely, the…

Number Theory · Mathematics 2015-12-16 Javier Cilleruelo , José L. Fernández , Pablo Fernández

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…

Probability · Mathematics 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…

Probability · Mathematics 2014-05-12 Jaakko Lehtomaa
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