Related papers: Limit theorems for random Motzkin paths near bound…
We study Motzkin paths of length $L$ with general weights on the edges and end points. We investigate the limit behavior of the initial and final segments of the random Motzkin path viewed as a pair of processes starting from each of the…
We compute limit fluctuations of random Motzkin paths with arbitrary end-points as the length of the path tends to infinity.
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)…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…
We derive the length and area generating function of planar height-restricted forward-moving discrete paths of increments +1, 0, or -1 with arbitrary starting and ending points, the so-called Motzkin meanders, and the more general…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…
Consider non-negative lattice paths ending at their maximum height, which will be called admissible paths. We show that the probability for a lattice path to be admissible is related to the Chebyshev polynomials of the first or second kind,…
Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…
Motzkin excursions and meanders are revisited. This is considered in the context of forbidden patterns. Previous work by Asinowski, Banderier, Gittenberger, and Roitner is continued. Motzkin paths of bounded height are considered, leading…
We consider a transitive action of a finitely generated group $G$ and the Schreier graph $\Gamma$ defined by this action for some fixed generating set. For a probability measure $\mu$ on $G$ with a finite first moment we show that if the…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of…
We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…
Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…