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

IM MacPhee; MV Menshikov; AR Wade

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

IM MacPhee, MV Menshikov, AR Wade

School of Mathematics

Research output: Non-textual form › Web publication/site

Abstract

We study the first exit time $\tau$ 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 $\tau

Translated title of the contribution	Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift
Original language	English
Publication status	Published - 9 Oct 2009

Access to Document

http://arxiv.org/abs/0910.1772

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title = "Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift",

abstract = "We study the first exit time $\tau$ 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 $\tau",

author = "IM MacPhee and MV Menshikov and AR Wade",

year = "2009",

month = oct,

day = "9",

language = "English",

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T1 - Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift

AU - MacPhee, IM

AU - Menshikov, MV

AU - Wade, AR

PY - 2009/10/9

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N2 - We study the first exit time $\tau$ 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 $\tau

AB - We study the first exit time $\tau$ 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 $\tau

M3 - Web publication/site

ER -