scholarly journals The potential function and ladder heights of a recurrent random walk on $\mathbb {Z}$ with infinite variance

2020 ◽  
Vol 25 (0) ◽  
Author(s):  
Kohei Uchiyama
Keyword(s):  
Random Walk ◽  
Potential Function ◽  
Infinite Variance ◽  
Recurrent Random Walk ◽  
Ladder Heights

On overshoots and hitting times for random walks

1999 ◽  
Vol 36 (2) ◽  
pp. 593-600
Author(s):  
Jean Bertoin
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Hitting Time ◽  
Hitting Times ◽  
First Hitting Time ◽  
Fixed Integer ◽  
Ladder Heights ◽  
Regenerative Sets

Consider an oscillating integer valued random walk up to the first hitting time of some fixed integer x > 0. Suppose there is a fee to be paid each time the random walk crosses the level x, and that the amount corresponds to the overshoot. We determine the distribution of the sum of these fees in terms of the renewal functions of the ascending and descending ladder heights. The proof is based on the observation that some path transformation of the random walk enables us to translate the problem in terms of the intersection of certain regenerative sets.

scholarly journals Universal Spectra of Coherent Atoms in a Recurrent Random Walk

2009 ◽  
Vol 102 (15) ◽  
Author(s):  
R. Pugatch ◽  
O. Firstenberg ◽  
M. Shuker ◽  
N. Davidson
Keyword(s):  
Random Walk ◽  
Recurrent Random Walk

scholarly journals Recurrence and Transience of Critical Branching Processes in Random Environment with Immigration and an Application to Excited Random Walks

2014 ◽  
Vol 46 (03) ◽  
pp. 687-703 ◽  
Author(s):  
Elisabeth Bauernschubert
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Random Environment ◽  
Branching Processes ◽  
Random Environments ◽  
Recurrent Random Walk ◽  
The Right

We establish recurrence and transience criteria for critical branching processes in random environments with immigration. These results are then applied to the recurrence and transience of a recurrent random walk in a random environment on ℤ disturbed by cookies inducing a drift to the right of strength 1.

scholarly journals Empirical processes for recurrent and transient random walks in random scenery

2020 ◽  
Vol 24 ◽  
pp. 127-137
Author(s):  
Nadine Guillotin-Plantard ◽  
Françoise Pène ◽  
Martin Wendler
Keyword(s):  
Random Walk ◽  
Asymptotic Behaviour ◽  
Random Walks ◽  
Stable Distribution ◽  
Random Variables ◽  
Empirical Processes ◽  
Independent Random Variables ◽  
Random Scenery ◽  
Recurrent Random Walk ◽  
Transient Random Walk

In this paper, we are interested in the asymptotic behaviour of the sequence of processes (Wn(s,t))s,t∈[0,1] with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(\mathds{1}_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where (ξx, x ∈ ℤd) is a sequence of independent random variables uniformly distributed on [0, 1] and (Sn)n ∈ ℕ is a random walk evolving in ℤd, independent of the ξ’s. In M. Wendler [Stoch. Process. Appl. 126 (2016) 2787–2799], the case where (Sn)n ∈ ℕ is a recurrent random walk in ℤ such that (n−1/αSn)n≥1 converges in distribution to a stable distribution of index α, with α ∈ (1, 2], has been investigated. Here, we consider the cases where (Sn)n ∈ ℕ is either: (a) a transient random walk in ℤd, (b) a recurrent random walk in ℤd such that (n−1/dSn)n≥1 converges in distribution to a stable distribution of index d ∈{1, 2}.

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