All Outputs (2)

Random walk in mixed random environment without uniform ellipticity (2013)
Journal Article
Hryniv, O., Menshikov, M. V., & Wade, A. R. (2013). Random walk in mixed random environment without uniform ellipticity. Proceedings of the Steklov Institute of Mathematics, 282(1), 106-123. https://doi.org/10.1134/s0081543813060102

We study a random walk in random environment on ℤ+. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities d... Read More about Random walk in mixed random environment without uniform ellipticity.

Excursions and path functionals for stochastic processes with asymptotically zero drifts (2013)
Journal Article
Hryniv, O., Menshikov, M. V., & Wade, A. R. (2013). Excursions and path functionals for stochastic processes with asymptotically zero drifts. Stochastic Processes and their Applications, 123(6), 1891-1921. https://doi.org/10.1016/j.spa.2013.02.001

We study discrete-time stochastic processes (Xt) on [0,∞) with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at x is about c/x. Our focus is the recurrent case (when c is not... Read More about Excursions and path functionals for stochastic processes with asymptotically zero drifts.