Conditions for Some Non Stationary Random Walks in the Quarter Plane to Be Singular or of Genus 0

被引:0
|
作者
Fayolle, Guy [1 ]
Iasnogorodski, Roudolf [2 ]
机构
[1] INRIA Paris Saclay, SPECFUN Project Team, Paris, France
[2] St Petersburg State Chem Pharmaceut Univ, St Petersburg, Russia
关键词
algebraic curve; functional equation; generating function; genus; quarter-plane; Riemann surface; singular random walk;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We analyze the kernel K(x, y, t) of the basic functional equation associated with the tri-variate counting generating function (CGF) of walks in the quarter plane. In this short paper, taking t is an element of]0, 1[, we provide the conditions on the jump probabilities {p(i,j)'s} to decide whether walks are singular or regular, as defined in [3, Section 2.3]. These conditions are independent of t E]0, 1[ and given in terms of step set configurations. We also find the configurations for the kernel to be of genus 0, knowing that the genus is always <= 1. All these conditions are very similar to that of the stationary case considered in [3]. Our results extend the work [2], which considers only the special situation where t is an element of]0, 1[ is a transcendental number over the field Q(p(i,j)). In addition, when p(0,0) = 0, our classification holds for all t is an element of[0, -infinity].
引用
收藏
页码:111 / 122
页数:12
相关论文
共 50 条
  • [21] On the existence of submultiplicative moments for the stationary distributions of some Markovian random walks
    Sgibnev, MS
    JOURNAL OF APPLIED PROBABILITY, 1999, 36 (01) : 78 - 85
  • [22] RANDOM-WALKS IN A QUARTER PLANE WITH ZERO DRIFTS .1. ERGODICITY AND NULL RECURRENCE
    FAYOLLE, G
    MALYSHEV, VA
    MENSHIKOV, MV
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1992, 28 (02): : 179 - 194
  • [23] Necessary conditions for the compensation approach for a random walk in the quarter-plane
    Chen, Yanting
    Boucherie, Richard J.
    Goseling, Jasper
    QUEUEING SYSTEMS, 2020, 94 (3-4) : 257 - 277
  • [24] Necessary conditions for the compensation approach for a random walk in the quarter-plane
    Yanting Chen
    Richard J. Boucherie
    Jasper Goseling
    Queueing Systems, 2020, 94 : 257 - 277
  • [25] Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms
    Yanting Chen
    Richard J. Boucherie
    Jasper Goseling
    Queueing Systems, 2016, 84 : 21 - 48
  • [26] Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms
    Chen, Yanting
    Boucherie, Richard J.
    Goseling, Jasper
    QUEUEING SYSTEMS, 2016, 84 (1-2) : 21 - 48
  • [27] Random Matrices, Non-intersecting Random Walks, and Some Aspects of Universality
    Suidan, Toufic M.
    NEW TRENDS IN MATHEMATICAL PHYSICS, 2009, : 653 - 666
  • [28] Analysis of local singular fields near the corner of a quarter-plane with mixed boundary conditions in finite plane elastostatics
    Kim, C. I.
    Ru, C-Q.
    Sudak, L. J.
    Schiavone, P.
    INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS, 2012, 47 (02) : 151 - 155
  • [29] Random perturbations of non-singular transformations on [0,1]
    Iwata, Yukiko
    Ogihara, Tomohiro
    HOKKAIDO MATHEMATICAL JOURNAL, 2013, 42 (02) : 269 - 291
  • [30] Some sufficient conditions for infinite collisions of simple random walks on a wedge comb
    Chen, Xinxing
    Chen, Dayue
    ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16 : 1341 - 1355