On the sojourn time distribution of a~random walk at a~multidimensional lattice point
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 657-675
Voir la notice de l'article provenant de la source Math-Net.Ru
We consider critical symmetric branching random walks on a multidimensional
lattice with continuous time and with the source of particle birth and death
at the origin. We prove limit theorems on the distribution of the sojourn
time of the underlying random walk at a point depending on the lattice
dimension under the assumption of finite variance and under a condition
leading to infinite variance of jumps. We study the limit distribution of the
population of particles at the source for recurrent critical branching
random walks.
Keywords:
branching random walk, multidimensional lattice, particle population distribution at a lattice point, variance of jumps, functional limit theorem, method of moments.
@article{TVP_2021_66_4_a2,
author = {A. A. Aparin and G. A. Popov and E. B. Yarovaya},
title = {On the sojourn time distribution of a~random walk at a~multidimensional lattice point},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {657--675},
publisher = {mathdoc},
volume = {66},
number = {4},
year = {2021},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a2/}
}
TY - JOUR AU - A. A. Aparin AU - G. A. Popov AU - E. B. Yarovaya TI - On the sojourn time distribution of a~random walk at a~multidimensional lattice point JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2021 SP - 657 EP - 675 VL - 66 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a2/ LA - ru ID - TVP_2021_66_4_a2 ER -
%0 Journal Article %A A. A. Aparin %A G. A. Popov %A E. B. Yarovaya %T On the sojourn time distribution of a~random walk at a~multidimensional lattice point %J Teoriâ veroâtnostej i ee primeneniâ %D 2021 %P 657-675 %V 66 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a2/ %G ru %F TVP_2021_66_4_a2
A. A. Aparin; G. A. Popov; E. B. Yarovaya. On the sojourn time distribution of a~random walk at a~multidimensional lattice point. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 657-675. http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a2/