Work

Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift

Year: 2009

Type: article

Abstract: We study the first exit time $τ$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx \in \Z^d$ is of magnitude $O(\| \bx\|^{-1})$, we show that $τ

Source: Durham Research Online (Durham University)

DOI: 10.48550/arxiv.0910.1772

Authors: MacPhee, Iain M., Menshikov, Mikhail V., Wade, Andrew R.

Institution: Durham University

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: University of Bristol

OpenAlex ID: W2117829890

FWCI: 0.8

Cites: 22

Cited by: 6

Related to: 20