Local asymptotics for the time of first return to the origin of\n transient random walk

2011/04/15 by Ron Doney, Doney, Ron, Dmitry Korshunov +1
Mathematics · Decision Sciences · Physics and Astronomy · #Stochastic processes and statistical mechanics #Probability and Risk Models #Quantum chaos and dynamical systems

paper · pdf · doi:10.48550/arxiv.1104.3191

Abstract

We consider a transient random walk on Z^d which is asymptotically stable,\nwithout centering, in a sense which allows different norming for each\ncomponent. The paper is devoted to the asymptotics of the probability of the\nfirst return to the origin of such a random walk at time n.\n

Related

• Local behaviour of first passage probabilities
• Moments and distribution of the local times of a transient random walk on \Z^d
• Limit laws for transient random walks in random environment on \z
• Universality of local times of killed and reflected random walks
• On a zero-one law for the norm process of transient random walk