Exit times from cones for non-homogeneous random walk with asymptotically zero drift

IM MacPhee, MV Menshikov, AR Wade

Research output: Non-textual formWeb 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 on $\mathbb{Z}^2$ with mean drift that is asymptotically zero. Assuming bounded jumps and a form of weak isotropy, we give conditions for $\tau$ to be almost surely finite, and for the existence and non-existence of moments $\Exp [ \tau^p]$, $p>0$. Specifically, if the mean drift at $\bx \in \mathbb{Z}^2$ is of magnitude $O(\| \bx\|^{-1})$, then $\tau
Translated title of the contributionExit times from cones for non-homogeneous random walk with asymptotically zero drift
Original languageEnglish
Publication statusPublished - 27 Jun 2008

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