53 citations · 489 across the 66 of their papers we have counts for
4 papers · 2 filters
Random walks with drift inside a pyramid: convergence rate for the survival probability
Rodolphe Garbit, Kilian Raschel
We consider multidimensional random walks in pyramids, which by definition are cones formed by finite intersections of half-spaces. The main object of interest is the survival prob…
Harmonic functions for singular quadrant walks
Viet Hung Hoang, Kilian Raschel, Pierre Tarrago
We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions with and small negative jumps, i.e., $i,j \geq…
A dual skew symmetry for transient reflected Brownian motion in an orthant
Sandro Franceschi, Kilian Raschel
We introduce a transient reflected Brownian motion in a multidimensional orthant, which is either absorbed at the apex of the cone or escapes to infinity. We address the question o…
Stationary Brownian motion in a 3/4-plane: Reduction to a Riemann-Hilbert problem via Fourier transforms
Guy Fayolle, Sandro Franceschi, Kilian Raschel
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In…