Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints

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Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints. / Foss, Sergey; Sakhanenko, Alexander.

Progress in Probability. ред. / Maria Eulália Vares; Roberto Fernández; Luiz Renato Fontes; Charles M. Newman. 1. ред. Birkhauser Verlag Basel, 2021. стр. 407-438 (Progress in Probability; Том 77).

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › глава/раздел › научная › Рецензирование

Harvard

Foss, S & Sakhanenko, A 2021, Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints. в ME Vares, R Fernández, LR Fontes & CM Newman (ред.), Progress in Probability. 1 изд., Progress in Probability, Том. 77, Birkhauser Verlag Basel, стр. 407-438. https://doi.org/10.1007/978-3-030-60754-8_19

APA

Foss, S., & Sakhanenko, A. (2021). Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints. в M. E. Vares, R. Fernández, L. R. Fontes, & C. M. Newman (Ред.), Progress in Probability (1 ред., стр. 407-438). (Progress in Probability; Том 77). Birkhauser Verlag Basel. https://doi.org/10.1007/978-3-030-60754-8_19

Vancouver

Foss S, Sakhanenko A. Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints. в Vares ME, Fernández R, Fontes LR, Newman CM, Редакторы, Progress in Probability. 1 ред. Birkhauser Verlag Basel. 2021. стр. 407-438. (Progress in Probability). doi: 10.1007/978-3-030-60754-8_19

Author

Foss, Sergey ; Sakhanenko, Alexander. / Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints. Progress in Probability. Редактор / Maria Eulália Vares ; Roberto Fernández ; Luiz Renato Fontes ; Charles M. Newman. 1. ред. Birkhauser Verlag Basel, 2021. стр. 407-438 (Progress in Probability).

BibTeX

@inbook{4bf9ecf64c9841a6b306612dfea67367,

title = "Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints",

abstract = "We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary “core” process that has a regenerative structure and plays a key role in our analysis. We obtain a number of representations for the distribution of the random walk in terms of the similar distribution of the “core” process. Based on that, we prove a number of limiting results by letting the high level to tend to infinity. In particular, we generalise results for a simple symmetric one-dimensional random walk obtained earlier in the paper by Benjamini and Berestycki (J Eur Math Soc 12(4):819–854, 2010).",

keywords = "Bounded local times, Conditioned random walk, Potential regeneration, Regenerative sequence, Separating levels, Skip-free distributions",

author = "Sergey Foss and Alexander Sakhanenko",

note = "Research is supported by RSF research grant No. 17-11-01173-Ext. Publisher Copyright: {\textcopyright} 2021, The Author(s), under exclusive license to Springer Nature Switzerland AG.",

year = "2021",

doi = "10.1007/978-3-030-60754-8_19",

language = "English",

isbn = "978-3-030-60753-1",

series = "Progress in Probability",

publisher = "Birkhauser Verlag Basel",

pages = "407--438",

editor = "Vares, {Maria Eul{\'a}lia} and Roberto Fern{\'a}ndez and Fontes, {Luiz Renato} and Newman, {Charles M.}",

booktitle = "Progress in Probability",

address = "Switzerland",

edition = "1",

}

RIS

TY - CHAP

T1 - Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints

AU - Foss, Sergey

AU - Sakhanenko, Alexander

PY - 2021

Y1 - 2021

N2 - We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary “core” process that has a regenerative structure and plays a key role in our analysis. We obtain a number of representations for the distribution of the random walk in terms of the similar distribution of the “core” process. Based on that, we prove a number of limiting results by letting the high level to tend to infinity. In particular, we generalise results for a simple symmetric one-dimensional random walk obtained earlier in the paper by Benjamini and Berestycki (J Eur Math Soc 12(4):819–854, 2010).

AB - We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary “core” process that has a regenerative structure and plays a key role in our analysis. We obtain a number of representations for the distribution of the random walk in terms of the similar distribution of the “core” process. Based on that, we prove a number of limiting results by letting the high level to tend to infinity. In particular, we generalise results for a simple symmetric one-dimensional random walk obtained earlier in the paper by Benjamini and Berestycki (J Eur Math Soc 12(4):819–854, 2010).

KW - Bounded local times

KW - Conditioned random walk

KW - Potential regeneration

KW - Regenerative sequence

KW - Separating levels

KW - Skip-free distributions

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UR - https://www.elibrary.ru/item.asp?id=47519566

UR - https://www.mendeley.com/catalogue/d16356c2-a47e-3aa8-878d-a065fab85f3e/

U2 - 10.1007/978-3-030-60754-8_19

DO - 10.1007/978-3-030-60754-8_19

M3 - Chapter

AN - SCOPUS:85118426837

SN - 978-3-030-60753-1

SN - 978-3-030-60756-2

T3 - Progress in Probability

SP - 407

EP - 438

BT - Progress in Probability

A2 - Vares, Maria Eulália

A2 - Fernández, Roberto

A2 - Fontes, Luiz Renato

A2 - Newman, Charles M.

PB - Birkhauser Verlag Basel

ER -

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