The Tail of the Length of an Excursion in a Trap of Random Size

Nina Gantert, Achim Klenke

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Consider a random walk with a drift to the right on { 0 , … , k} where k is random and geometrically distributed. We show that the tail P[T> t] of the length T of an excursion from 0 decreases up to constants like t-ϱ for some ϱ> 0 but is not regularly varying. We compute the oscillations of tϱP[T>t] as t→ ∞ explicitly.

Original languageEnglish
Article number27
JournalJournal of Statistical Physics
Volume188
Issue number3
DOIs
StatePublished - Sep 2022

Keywords

  • Excursions of random walks
  • Tail of the population size in a branching process in random environment
  • Tails of hitting times
  • Trapping phenomena

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