The steps of a one-dimensional random walk are positive and occur randomly in time at a fixed mean rate. The sizes of the steps are independent and the size of each step has the same given probability distribution. The distribution of the time to reach a fixed barrier is obtained and approximations to its moments are derived. The results are extended to the case in which the barrier and the random walk process converge at a constant rate. 1
AbstractWe consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer l...
We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles...
AbstractThe long time asymptotics of the time spent on the positive side are discussed for one-dimen...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We will in this paper consider the risk process from the point of view of random walk in one dimensi...
Analytic expressions are presented for the characteristic function of the first passage time distrib...
We consider a system of continuous time random walks on Z d in a potential which is random in spac...
Abstract. In this article we continue the study of the quenched distributions of transient, one-dime...
AbstractWe consider a system of continuous time random walks on Zd in a potential which is random in...
Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we inves...
In this note, we give an elementary proof of the random walk hitting time theorem, which states that...
This thesis provides a study of various boundary problems for one and two dimensional random walks. ...
We examine a generalization of one-dimensional random walks with one reflecting and one absorbing bo...
For spreading and diffusion processes, Random Walks (RW) represents a mathe- matical model and can b...
52 pages, 8 figures. Published version (typos corrected).International audienceIn the context of ord...
AbstractWe consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer l...
We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles...
AbstractThe long time asymptotics of the time spent on the positive side are discussed for one-dimen...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We will in this paper consider the risk process from the point of view of random walk in one dimensi...
Analytic expressions are presented for the characteristic function of the first passage time distrib...
We consider a system of continuous time random walks on Z d in a potential which is random in spac...
Abstract. In this article we continue the study of the quenched distributions of transient, one-dime...
AbstractWe consider a system of continuous time random walks on Zd in a potential which is random in...
Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we inves...
In this note, we give an elementary proof of the random walk hitting time theorem, which states that...
This thesis provides a study of various boundary problems for one and two dimensional random walks. ...
We examine a generalization of one-dimensional random walks with one reflecting and one absorbing bo...
For spreading and diffusion processes, Random Walks (RW) represents a mathe- matical model and can b...
52 pages, 8 figures. Published version (typos corrected).International audienceIn the context of ord...
AbstractWe consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer l...
We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles...
AbstractThe long time asymptotics of the time spent on the positive side are discussed for one-dimen...
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