Kyushu Journal of Mathematics
Online ISSN : 1883-2032
Print ISSN : 1340-6116
ISSN-L : 1340-6116
HITTING TIME OF A HALF-LINE BY A TWO-DIMENSIONAL NON-SYMMETRIC RANDOM WALK
Yasunari FUKAI
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2015 Volume 69 Issue 1 Pages 145-171

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Abstract

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line (−∞, 0] × {0} before time n. Let X = (X1, X2) be the increment of the two-dimensional random walk. For an aperiodic random walk with moment conditions E [X2] = 0 and E [|X1|δ] < , E [|X2|2+δ] < ∞ for some δ ∈ (0, 1), we obtain an asymptotic estimate (as n →∞) of this probability by assuming the behavior of the characteristic function of X near zero.

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© 2015 Faculty of Mathematics, Kyushu University
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