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

Handle.net

Persistent link

Cite this

@misc{373b5487aa9e47f48f31bf020737199e,

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

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

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

year = "2009",

month = oct,

day = "9",

language = "English",

}

TY - ADVS

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

Y1 - 2009/10/9

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 -

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

Abstract

Access to Document

Handle.net

Fingerprint

Cite this