Outputs (2)

Reflecting random walks in curvilinear wedges (2021)
Book Chapter
Menshikov, M. V., Mijatović, A., & Wade, A. R. (2021). Reflecting random walks in curvilinear wedges. In M. Vares, R. Fernández, L. Fontes, & C. Newman (Eds.), In and out of equilibrium 3: celebrating Vladas Sidoarvicius (637-675). Springer Verlag. https://doi.org/10.1007/978-3-030-60754-8_26

We study a random walk (Markov chain) in an unbounded planar domain bounded by two curves of the form x2=a+xβ+1 and x2=−a−xβ−1 , with x1 ≥ 0. In the interior of the domain, the random walk has zero drift and a given increment covariance matrix. From... Read More about Reflecting random walks in curvilinear wedges.

Angular asymptotics for random walks (2021)
Book Chapter
López Hernández, A., & Wade, A. R. (2021). Angular asymptotics for random walks. In L. Chaumont, & A. E. Kyprianou (Eds.), A Lifetime of Excursions Through Random Walks and Lévy Processes (315-342). Springer Verlag. https://doi.org/10.1007/978-3-030-83309-1_17

We study the set of directions asymptotically explored by a spatially homogeneous random walk in d-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some examples. We als... Read More about Angular asymptotics for random walks.