Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift
| Autor: | MacPhee, Iain M., Menshikov, Mikhail V., Wade, Andrew R. |
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| Rok vydání: | 2010 |
| Předmět: | |
| Zdroj: | Markov processes and related fields, 2010, Vol.16(2), pp.351-388 [Peer Reviewed Journal] |
| Popis: | 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 Comment: 35 pages, 2 figures (1 colour) |
| Databáze: | OpenAIRE |
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