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On a structure of a conditioned random walk on the integers with bounded local times. / Sakhanenko, Alexander; Foss, Sergey.

In: Сибирские электронные математические известия, Vol. 14, 01.01.2017, p. 1265-1278.

Research output: Contribution to journal › Article › peer-review

Harvard

Sakhanenko, A & Foss, S 2017, 'On a structure of a conditioned random walk on the integers with bounded local times', Сибирские электронные математические известия, vol. 14, pp. 1265-1278. https://doi.org/10.17377/semi.2017.14.107

APA

Sakhanenko, A., & Foss, S. (2017). On a structure of a conditioned random walk on the integers with bounded local times. Сибирские электронные математические известия, 14, 1265-1278. https://doi.org/10.17377/semi.2017.14.107

Vancouver

Sakhanenko A, Foss S. On a structure of a conditioned random walk on the integers with bounded local times. Сибирские электронные математические известия. 2017 Jan 1;14:1265-1278. doi: 10.17377/semi.2017.14.107

Author

Sakhanenko, Alexander ; Foss, Sergey. / On a structure of a conditioned random walk on the integers with bounded local times. In: Сибирские электронные математические известия. 2017 ; Vol. 14. pp. 1265-1278.

BibTeX

@article{a108c8cb641e413f95b81112c7857b98,
title = "On a structure of a conditioned random walk on the integers with bounded local times",
abstract = "We consider a sample path of a random walk on the integers with bounded local times, conditioned on the event that it hits a high level. Under an auxiliary assumption, we obtain representations for its distribution in terms of the corresponding limiting sequence. Then we prove limiting results as the high level grows. In particular, we generalize results for a simple symmetric random walk obtained earlier by Benjamini and Berectycki (2010).",
keywords = "Bounded local times, Conditioned random walk, Potential regeneration, Random walk, Regenerative process",
author = "Alexander Sakhanenko and Sergey Foss",
year = "2017",
month = jan,
day = "1",
doi = "10.17377/semi.2017.14.107",
language = "English",
volume = "14",
pages = "1265--1278",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - On a structure of a conditioned random walk on the integers with bounded local times

AU - Sakhanenko, Alexander

AU - Foss, Sergey

PY - 2017/1/1

Y1 - 2017/1/1

N2 - We consider a sample path of a random walk on the integers with bounded local times, conditioned on the event that it hits a high level. Under an auxiliary assumption, we obtain representations for its distribution in terms of the corresponding limiting sequence. Then we prove limiting results as the high level grows. In particular, we generalize results for a simple symmetric random walk obtained earlier by Benjamini and Berectycki (2010).

AB - We consider a sample path of a random walk on the integers with bounded local times, conditioned on the event that it hits a high level. Under an auxiliary assumption, we obtain representations for its distribution in terms of the corresponding limiting sequence. Then we prove limiting results as the high level grows. In particular, we generalize results for a simple symmetric random walk obtained earlier by Benjamini and Berectycki (2010).

KW - Bounded local times

KW - Conditioned random walk

KW - Potential regeneration

KW - Random walk

KW - Regenerative process

UR - http://www.scopus.com/inward/record.url?scp=85074642428&partnerID=8YFLogxK

U2 - 10.17377/semi.2017.14.107

DO - 10.17377/semi.2017.14.107

M3 - Article

AN - SCOPUS:85074642428

VL - 14

SP - 1265

EP - 1278

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 22321154