Skip to Main content Skip to Navigation
Conference papers

On the Exit Time of a Random Walk with Positive Drift

Abstract : We study a random walk with positive drift in the first quadrant of the plane. For a given connected region $\mathcal{C}$ of the first quadrant, we analyze the number of paths contained in $\mathcal{C}$ and the first exit time from $\mathcal{C}$. In our case, region $\mathcal{C}$ is bounded by two crossing lines. It is noted that such a walk is equivalent to a path in a tree from the root to a leaf not exceeding a given height. If this tree is the parsing tree of the Tunstall or Khodak variable-to-fixed code, then the exit time of the underlying random walk corresponds to the phrase length not exceeding a given length. We derive precise asymptotics of the number of paths and the asymptotic distribution of the exit time. Even for such a simple walk, the analysis turns out to be quite sophisticated and it involves Mellin transforms, Tauberian theorems, and infinite number of saddle points.
Complete list of metadata

Cited literature [9 references]  Display  Hide  Download

https://hal.inria.fr/hal-01184773
Contributor : Coordination Episciences Iam <>
Submitted on : Monday, August 17, 2015 - 4:59:00 PM
Last modification on : Thursday, May 11, 2017 - 1:02:51 AM
Long-term archiving on: : Wednesday, November 18, 2015 - 12:15:18 PM

File

dmAH0122.pdf
Publisher files allowed on an open archive

Identifiers

  • HAL Id : hal-01184773, version 1

Collections

Citation

Michael Drmota, Wojciech Szpankowski. On the Exit Time of a Random Walk with Positive Drift. 2007 Conference on Analysis of Algorithms, AofA 07, 2007, Juan les Pins, France. pp.319-332. ⟨hal-01184773⟩

Share

Metrics

Record views

390

Files downloads

511