All Outputs (47)

Superdiffusive planar random walks with polynomial space–time drifts (2024)
Journal Article
da Costa, C., Menshikov, M., Shcherbakov, V., & Wade, A. (2024). Superdiffusive planar random walks with polynomial space–time drifts. Stochastic Processes and their Applications, 176, Article 104420. https://doi.org/10.1016/j.spa.2024.104420

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates... Read More about Superdiffusive planar random walks with polynomial space–time drifts.

Stochastic billiards with Markovian reflections in generalized parabolic domains (2023)
Journal Article
da Costa, C., Menshikov, M. V., & Wade, A. R. (2023). Stochastic billiards with Markovian reflections in generalized parabolic domains. Annals of Applied Probability, 33(6B), 5459-5496. https://doi.org/10.1214/23-AAP1952

We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our d... Read More about Stochastic billiards with Markovian reflections in generalized parabolic domains.

Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity (2023)
Journal Article
Menshikov, M. V., Mijatović, A., & Wade, A. R. (2023). Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 59(4), 1813-1843. https://doi.org/10.1214/22-AIHP1309

For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows sufficiently... Read More about Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity.

Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction (2023)
Journal Article
Malyshev, V., Menshikov, M. V., Popov, S., & Wade, A. (2023). Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction. Journal of Statistical Physics, 190(11), Article 184. https://doi.org/10.1007/s10955-023-03190-8

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses ju... Read More about Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction.

Strong transience for one-dimensional Markov chains with asymptotically zero drifts (2023)
Journal Article
Lo, C. H., Menshikov, M. V., & Wade, A. R. (2024). Strong transience for one-dimensional Markov chains with asymptotically zero drifts. Stochastic Processes and their Applications, 170, Article 104260. https://doi.org/10.1016/j.spa.2023.104260

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at x decays as 1 / x as x → ∞ , we quantify degree of transience via existence of moments for conditional retu... Read More about Strong transience for one-dimensional Markov chains with asymptotically zero drifts.

Cutpoints of non-homogeneous random walks (2022)
Journal Article
Lo, C. H., Menshikov, M. V., & Wade, A. R. (2022). Cutpoints of non-homogeneous random walks. Alea (2006. Online), 19, 493-510. https://doi.org/10.30757/alea.v19-19

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfyin... Read More about Cutpoints of non-homogeneous random walks.

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.

Localisation in a growth model with interaction. Arbitrary graphs (2020)
Journal Article
Menshikov, M., & Shcherbakov, V. (2020). Localisation in a growth model with interaction. Arbitrary graphs. Alea (2006. Online), 17(1), 473-489. https://doi.org/10.30757/alea.v17-19

This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers of existi... Read More about Localisation in a growth model with interaction. Arbitrary graphs.

Random walks avoiding their convex hull with a finite memory (2019)
Journal Article
Comets, F., Menshikov, M. V., & Wade, A. R. (2020). Random walks avoiding their convex hull with a finite memory. Indagationes Mathematicae, 31(1), 117-146. https://doi.org/10.1016/j.indag.2019.11.002

Markov chains with heavy-tailed increments and asymptotically zero drift (2019)
Journal Article
Georgiou, N., Menshikov, M. V., Petritis, D., & Wade, A. R. (2019). Markov chains with heavy-tailed increments and asymptotically zero drift. Electronic Journal of Probability, 24, Article 62. https://doi.org/10.1214/19-ejp322

Localisation in a growth model with interaction (2018)
Journal Article
Costa, M., Menshikov, M., Shcherbakov, V., & Vachkovskaia, M. (2018). Localisation in a growth model with interaction. Journal of Statistical Physics, 171(6), 1150-1175. https://doi.org/10.1007/s10955-018-2055-4

This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite cycle graph. The model can be regarded as a reinforced urn model with graph-based interaction. It is motivated by coopera... Read More about Localisation in a growth model with interaction.

Long term behaviour of two interacting birth-and-death processes (2018)
Journal Article
Menshikov, M., & Shcherbakov, V. (2018). Long term behaviour of two interacting birth-and-death processes. Markov processes and related fields, 24(1), 85-106

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates that are given by functions with suitable mono... Read More about Long term behaviour of two interacting birth-and-death processes.

Heavy-tailed random walks on complexes of half-lines (2017)
Journal Article
Menshikov, M. V., Petritis, D., & Wade, A. R. (2018). Heavy-tailed random walks on complexes of half-lines. Journal of Theoretical Probability, 31(3), 1819-1859. https://doi.org/10.1007/s10959-017-0753-5

We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sided (symmetric). Transmission between half-lines via the origin is gove... Read More about Heavy-tailed random walks on complexes of half-lines.

Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (2016)
Book
Menshikov, M., Popov, S., & Wade, A. (2016). Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems. Cambridge University Press. https://doi.org/10.1017/9781139208468

Anomalous recurrence properties of many-dimensional zero-drift random walks (2016)
Journal Article
Georgiou, N., Menshikov, M. V., Mijatovic, A., & Wade, A. R. (2016). Anomalous recurrence properties of many-dimensional zero-drift random walks. Advances in Applied Probability, 48(Issue A), 99-118. https://doi.org/10.1017/apr.2016.44

Famously, a d-dimensional, spatially homogeneous random walk whose increments are nondegenerate, have finite second moments, and have zero mean is recurrent if d∈{1,2}, but transient if d≥3. Once spatial homogeneity is relaxed, this is no longer true... Read More about Anomalous recurrence properties of many-dimensional zero-drift random walks.

Random dynamical systems with systematic drift competing with heavy-tailed randomness (2016)
Journal Article
Belitsky, V., Menshikov, M., Petritis, D., & Vachkovskaia, M. (2016). Random dynamical systems with systematic drift competing with heavy-tailed randomness. Markov processes and related fields, 22(4), 629-652

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology --- we establish conditions for the occurrence of a non-trivial asymptotic behaviour for these systems i... Read More about Random dynamical systems with systematic drift competing with heavy-tailed randomness.

Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach (2014)
Journal Article
Menshikov, M., & Petritis, D. (2014). Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach. Stochastic Processes and their Applications, 124(7), 2388-2414. https://doi.org/10.1016/j.spa.2014.03.001

We establish general theorems quantifying the notion of recurrence–through an estimation of the moments of passage times–for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of occurrence of the phenomeno... Read More about Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach.

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.

Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts (2013)
Journal Article
MacPhee, I., Menshikov, M., & Wade, A. (2013). Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts. Journal of Theoretical Probability, 26(1), 1-30. https://doi.org/10.1007/s10959-012-0411-x

We study quantitative asymptotics of planar random walks that are spatially non-homogeneous but whose mean drifts have some regularity. Specifically, we study the first exit time τα from a wedge with apex at the origin and interior half-angle α by a... Read More about Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts.