On a structure of a conditioned random walk on the integers with bounded local times
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 14 (2017), pp. 1265-1278
Cet article a éte moissonné depuis la source Math-Net.Ru
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:
random walk, bounded local times, conditioned random walk, regenerative process, potential regeneration.
@article{SEMR_2017_14_a51,
author = {A. I. Sakhanenko and S. G. Foss},
title = {On a structure of a conditioned random walk on the integers with bounded local times},
journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
pages = {1265--1278},
year = {2017},
volume = {14},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SEMR_2017_14_a51/}
}
TY - JOUR AU - A. I. Sakhanenko AU - S. G. Foss TI - On a structure of a conditioned random walk on the integers with bounded local times JO - Sibirskie èlektronnye matematičeskie izvestiâ PY - 2017 SP - 1265 EP - 1278 VL - 14 UR - http://geodesic.mathdoc.fr/item/SEMR_2017_14_a51/ LA - ru ID - SEMR_2017_14_a51 ER -
A. I. Sakhanenko; S. G. Foss. On a structure of a conditioned random walk on the integers with bounded local times. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 14 (2017), pp. 1265-1278. http://geodesic.mathdoc.fr/item/SEMR_2017_14_a51/
[1] I. Benjamini, N. Berectycki, “Random paths with bounded local time”, Journal of the European Mathematical Society, 12:4 (2010), 819–854 | DOI | MR | Zbl
[2] I. Benjamini, N. Berectycki, “An integral test for the transience of a Brownian path with limited local time”, Annales de l'Institut Henri Poincare — Probabilites et Statistiques, 47:2 (2011), 539–558 | DOI | MR | Zbl
[3] N. Berestycki, P. Moerters, N. Sidorova, A conditioning principle for Galton-Watson trees, arXiv: 1006.2315 [math.PR]
[4] M. Kolb, M. Savov, Transience and recurrence of a Brownian path with limited local time and its repulsion envelope, arXiv: 1312.4131 [math.PR] | MR