First-passage times for random walks with nonidentically distributed increments

D Denisov, A Sakhanenko, V Wachtel - 2018 - projecteuclid.org
We consider random walks with independent but not necessarily identical distributed
increments. Assuming that the increments satisfy the well-known Lindeberg condition, we …

The survival probability of a critical multi-type branching process in iid random environment

E Le Page, M Peigné, C Pham - 2018 - projecteuclid.org
We study the asymptotic behaviour of the probability of non-extinction of a critical multi-type
Galton–Watson process in iid random environments by using limit theorems for products of …

Conditioned local limit theorems for random walks defined on finite Markov chains

I Grama, R Lauvergnat, E Le Page - Probability Theory and Related Fields, 2020 - Springer
Abstract Let (X_n) _ n\geqslant 0 (X n) n⩾ 0 be a Markov chain with values in a finite state
space XX starting at X_0= x ∈ XX 0= x∈ X and let f be a real function defined on X X. Set …

Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption

I Grama, R Lauvergnat, É Le Page - The Annals of Probability, 2018 - JSTOR
Consider a Markov chain (Xn) n≥ 0 with values in the state space 𝕏. Let f be a real function
on 𝕏 and set S n= Σ i= 1 nf X i, n≥ 1. Let ℙ x be the probability measure generated by the …

Alternative constructions of a harmonic function for a random walk in a cone

D Denisov, V Wachtel - 2019 - projecteuclid.org
For a random walk killed at leaving a cone we suggest two new constructions of a positive
harmonic function. These constructions allow one to remove a quite strong extendability …

Conditioned random walks on linear groups I: construction of the target harmonic measure

I Grama, JF Quint, H **ao - arxiv preprint arxiv:2410.05812, 2024 - arxiv.org
Our objective is to explore random walks on the general linear group, constrained to a
specific domain, with a primary focus on establishing the conditioned local limit theorem …

Multitype branching processes in random environment

VA Vatutin, EE Dyakonova - Russian Mathematical Surveys, 2021 - iopscience.iop.org
Multitype branching processes in random environment - IOPscience This site uses cookies. By
continuing to use this site you agree to our use of cookies. To find out more, see our Privacy …

Random walks in cones revisited

D Denisov, V Wachtel - Annales de l'Institut Henri Poincare (B) …, 2024 - projecteuclid.org
In this paper we continue our study of a multidimensional random walk with zero mean and
finite variance killed on leaving a cone. We suggest a new approach that allows one to …

Conditioned limit theorems for products of positive random matrices

C Pham - arxiv preprint arxiv:1703.04949, 2017 - arxiv.org
Inspired by a recent paper of I. Grama, E. Le Page and M. Peign\'e, we consider a sequence
$(g_n) _ {n\geq 1} $ of iid random $ d\times d $-matrices with non-negative entries and study …

Large deviation expansions for the coefficients of random walks on the general linear group

H **ao, I Grama, Q Liu - The Annals of Probability, 2023 - projecteuclid.org
Consider (gn) n≥ 1 a sequence of independent and identically distributed random matrices
and the left random walk G n:= gn… g 1, n≥ 1 on the general linear group GL (d, R). Under …