О СТРУКТУРE УСЛОВНЫХ ЦЕЛОЧИСЛЕННЫХ СЛУЧАЙНЫХ БЛУЖДАНИЙ С ОГРАНИЧЕНИЯМИ НА ЧИСЛО ПОСЕЩЕНИЙ

Translated title of the contribution: On a structure of a conditioned random walk on the integers with bounded local times

Alexsander Sakhanenko, Serguei Foss

Research output: Contribution to journalArticle

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Abstract

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).
Translated title of the contributionOn a structure of a conditioned random walk on the integers with bounded local times
Original languageRussian
Pages (from-to)1265-1278
Number of pages14
JournalSiberian Electronic Mathematical Reports
Volume14
DOIs
Publication statusPublished - 30 Nov 2017

Keywords

  • random walk
  • bounded local times
  • potential regeneration
  • regenerative process
  • conditioned random walk

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