Abstract
The results about branching structures within random walks will be surveyed at first. Then as an example of application, the stationary distribution of a birth-and-death process with bounded jumps will be calculated explicitly.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Afanasyev, V.I.: About time of reaching a high level by a random walk in a random environment. Theory Probab. Appl. 57, 547–567 (2013)
Afanasyev, V.I.: Conditional limit theorem for the maximum of random walk in random environment. Theory Probab. Appl. 58, 525–545 (2014)
Anderson, W.J.: Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer, New York (1991)
Brémont, J.: On some random walks on \(\mathbb{Z}\) in random medium. Ann. Probab. 30, 1266–1312 (2002)
Brémont, J.: One-dimensional finite range random walk in random medium and invariant measure equation. Ann. Inst. Henri Poincaré Probab. Stat. 45, 70–103 (2009)
Durrett, R.: Probability: Theory and Examples. 4th edn. Cambridge University Press, New York (2010)
Dwass, M.: Branching processes in simple random walk. Proc. Am. Math. Soc. 51, 270–274 (1975)
Gantert, N., Shi, Z.: Many visits to a single site by a transient random walk in random environment. Stoch. Process. Appl. 99, 159–176 (2002)
Harris, T.E.: First passage and recurrence distributions. Trans. Am. Math. Soc. 73, 471–486 (1952)
Hong, W.M., Sun, H.Y.: Renewal theorem for (L;1)-random walk in random environment. Acta Math. Sci. 33, 1736–1748 (2013)
Hong, W.M., Wang, H.M.: Intrinsic branching structure within (L-1) random walk in random environment and its applications. Infinite Dimens. Anal. Quantum Probab. Relat. Top. 16, 1350006 [14 pages] (2013)
Hong, W.M., Wang, H.M.: Intrinsic branching structure within random walk on Z. Theory Probab. Appl. 58, 640–659 (2014)
Hong, W.M., Yang, H.: Scaling limit of the local time of the (1,L)–random walk. ArXiv: 1402.3949 (2014)
Hong, W.M., Zhang, L.: Branching structure for the transient (1;R)–random walk in random environment and its applications. Infinite Dimens. Anal. Quantum Probab. Relat. Top. 13, 589–618 (2010)
Hong, W.M., Zhang, M.J.: Branching structure for the transient random walk on a strip in a random environment. arXiv:1204.1104 (2014)
Hong, W.M., Zhou, K.: Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk-near critical. arXiv:1302.3069 (2013)
Hong, W.M., Zhou, K., Zhao, Y.Q.Q.: Explicit stationary distribution of the (L,1)-reflecting random walk on the half line. Acta Math. Sci. 30, 371–388 (2014)
Kesten, H., Kozlov, M.V., Spitzer, F.: A limit law for random walk in a random environment. Compos. Math. 30, 145–168 (1975)
Key, E.S.: Limiting distributions and regeneration times for multitype branching processes with immigration in a random environment. Ann. Probab. 15, 344–353 (1987)
Norris, J.R.: Markov Chains. Cambridge University Press, Cambridge (1997)
Rogers, L.C.G.: Brownian local times and branching processes. In: Séminaire de Probabilités XVIII 1982/83. Lecture Notes in Mathematics, vol. 1059, pp. 42–55. Springer, Heidelberg (1984)
Wang, H.M.: A note on multitype branching process with bounded immigration in random environment. Acta Math. Sci. 29, 1095–1110 (2013)
Wang, H.M.: Birth and death process with one-side bounded jumps in random environment. arXiv:1407.3385 (2014)
Wang, H.M.: Law of large numbers for random walk with unbounded jumps and BDP with bounded jumps in random environment. arXiv:1406.6222 (2014)
Zeitouni, O.: Random walks in random environment. In: Picard, J. (ed.) Lectures on Probability Theory and Statistics (Ecole D’ete de Probabilites de Saint-Flour XXXI-2001), Lecture Notes in Mathematics, vol. 1837, pp. 189–312, Springer, Berlin/Heidelberg (2004)
Acknowledgements
The authors are grateful to the referee for his or her careful reading and valuable suggestions. The project is supported in part by National Natural Science Foundation of China (Grant Nos. 11131003, 11501008), Nature Science Foundation of Anhui Province (Grant No. 1508085QA12 ) and Nature Science Foundation of Anhui Educational Committee (Grant No. KJ2014A085).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Hong, W., Wang, H. (2016). Branching Structures Within Random Walks and Their Applications. In: del Puerto, I., et al. Branching Processes and Their Applications. Lecture Notes in Statistics(), vol 219. Springer, Cham. https://doi.org/10.1007/978-3-319-31641-3_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-31641-3_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-31639-0
Online ISBN: 978-3-319-31641-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)