A note on absorption probabilities in one-dimensional random walk via complex-valued martingales (original) (raw)
Related papers
Occupation Times Sequences and Martingales of Simple Random Walks on the Real Line
On properties of non-markovian random walk in one dimension
Journal of Physics: Conference Series, 2021
A special set of exceptional times for dynamical random walk on Z 2
Electronic Journal of Probability}
RECURRENCE THEOREMS FOR MARKOV RmOM WALKS
Complex Probability and Markov Stochastic Process
Dynamical properties of random walks
2017
Random Walk, Brownian Motion, and Martingales
Graduate Texts in Mathematics, 2021
A symmetry property for a class of random walks in stationary random environments on Z
Journal of Applied Probability, 2012
Laurent separation, the Wiener algebra and random walks
Annales Academiae Scientiarum Fennicae. Mathematica, 2010
3 S ep 2 00 5 Random Walk in Dynamic Markovian Random Environment
2006
Nonhomogeneous random walks systems on Z
2010
On the recurrence of some random walks in random environment
arXiv (Cornell University), 2014
Matrix-valued SzegoÌ polynomials and quantum random walks
Communications on Pure and Applied Mathematics, 2009
The Range of a Simple Random Walk on Z: An Elementary Combinatorial Approach
Electron. J. Comb., 2014
On a property of the simple random walk on mathbbZ\mathbb{Z}mathbbZ
arXiv: Probability, 2017
Absorption probabilities of quantum walks
Quantum Information Processing
PR ] 2 8 M ar 2 00 6 Random Walk in Dynamic Markovian Random Environment
2006
The Ladder Variables of a Markov Random Walk
2008
Some Martingale Properties of Simple Random Walk and Its Maximum Process
arXiv (Cornell University), 2022
Limit laws for transient random walks in random environment on z\zz
HAL (Le Centre pour la Communication Scientifique Directe), 2009
A zero-one law for Markov chains
Stochastics
An arcsine law for Markov random walks
Stochastic Processes and their Applications
Random Walks with Stochastically Bounded Increments: Renewal Theory
Mathematische Nachrichten, 1995
Transfer Operators, Induced Probability Spaces, and Random Walk Models
2015
Random walks in random environment with Markov dependence on time
Condensed Matter Physics, 2008
Path-probability density functions for semi-Markovian random walks
Physical Review E, 2007
Uniform Markov renewal theory and ruin probabilities in Markov random walks
The Annals of Applied Probability, 2004
Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on Z^d
2018
On a general many-dimensional excited random walk
The Annals of Probability, 2012
A note on the central limit theorem for two-fold stochastic random walks in a random environment
Bull. Polish Acad. Sci. Math, 2003
Fluctuation Theory for Markov Random Walks
Journal of Theoretical Probability
Random Walks with Stochastically Bounded Increments: Renewal Theory via Fourier Analysis
The Yokohama Mathematical Journal 横濱市立大學紀要 D部門 数学, 1994