Add to ORKGWe give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the overshoot of a random walk when it exits from a two-sided symmetric region with curved boundaries. The boundaries are of power-law type, ±rn^b, r > 0, n = 1, 2, · · · , where 0 ≤ b < 1, b 6= 1/2. In these cases, the a.s. stability occurs if and only if the mean step length of the random walk is finite and nonzero, or the step length has a finite variance and mean zero
Consider a nearest neighbor stable two dimensional random walk X constrained to remain on the positi...
Minor corrections, accepted in Ann. of ProbabilityInternational audienceWe study symmetric random wa...
Let $S_n:[0, 1] \rightarrow \Bbk{R}$ denote the polygonal approximation of a random walk with zero-m...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot ...
AbstractRenewal-like results and stability theorems relating to the large-time behaviour of a random...
Let R_n = max0<=j<=n S_j − S_n be a random walk S_n reflected in its maximum. We give necessary and ...
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition pr...
Let Rn = max0≤j≤n Sj − Sn be a random walk Sn reflected in its maximum. We give necessary and suffic...
An integral condition is derived that is equivalent to the condition that the expected number of exc...
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from ...
Abstract. A natural extension of a right-continuous integer-valued random walk is one which can jump...
16 pages, 12 figures. Ref. addedInternational audienceWe consider a one dimensional asymmetric rando...
We determine conditions under which a subordinated random walk of the form S⌊ N(n)⌋ tends to infinit...
We consider the random walk of a particle on the two-dimensional integer lattice starting at the ori...
Consider a nearest neighbor stable two dimensional random walk X constrained to remain on the positi...
Minor corrections, accepted in Ann. of ProbabilityInternational audienceWe study symmetric random wa...
Let $S_n:[0, 1] \rightarrow \Bbk{R}$ denote the polygonal approximation of a random walk with zero-m...
We give necessary and sufficient conditions for the almost sure (a.s.) relative stability of the ove...
We give necessary and sufficient conditions for the almost sure relative stability of the overshoot ...
AbstractRenewal-like results and stability theorems relating to the large-time behaviour of a random...
Let R_n = max0<=j<=n S_j − S_n be a random walk S_n reflected in its maximum. We give necessary and ...
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition pr...
Let Rn = max0≤j≤n Sj − Sn be a random walk Sn reflected in its maximum. We give necessary and suffic...
An integral condition is derived that is equivalent to the condition that the expected number of exc...
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from ...
Abstract. A natural extension of a right-continuous integer-valued random walk is one which can jump...
16 pages, 12 figures. Ref. addedInternational audienceWe consider a one dimensional asymmetric rando...
We determine conditions under which a subordinated random walk of the form S⌊ N(n)⌋ tends to infinit...
We consider the random walk of a particle on the two-dimensional integer lattice starting at the ori...
Consider a nearest neighbor stable two dimensional random walk X constrained to remain on the positi...
Minor corrections, accepted in Ann. of ProbabilityInternational audienceWe study symmetric random wa...
Let $S_n:[0, 1] \rightarrow \Bbk{R}$ denote the polygonal approximation of a random walk with zero-m...