Random walks in (mathbb{Z}_+)² with non-zero drift absorbed at the axes
classification
🧮 math.PR
math.CV
keywords
axesalongnon-zeroprobabilitiesabsorbedabsorptionasymptoticdrift
read the original abstract
Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption probabilities generating functions are obtained and the asymptotic of absorption probabilities along the axes is made explicit. The asymptotic of the Green functions is computed along all different infinite paths of states, in particular along those approaching the axes.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.