10 papers
Ordered random walks and the Airy line ensemble
Denis Denisov, Will FitzGerald, Vitali Wachtel
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. T…
Random walks with drift in the positive quadrant
Tuan Anh Nguyen, Vitali Wachtel
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector…
Harmonic polynomials and other exactly computable characteristics for -dimensional random walks in cones
Denis Denisov, Nikita Elizarov, Vitali Wachtel
In this note we consider -dimensional lattice random walks killed at leaving a wedge with opening . Assuming that the walk cannot jump over the boundary of the wedg…
First passage times for decoupled random walks
Alexander Iksanov, Zakhar Kabluchko, Vitali Wachtel
Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled ra…
A model of discrete interacting updates
Denis Denisov, Seva Shneer, Vitali Wachtel
We consider counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their state…
Critical multitype branching: a functional limit theorem and ancestral processes
Ellen Baake, Fernando Cordero, Sophia-Marie Mellis +1
We consider the long-term behaviour of critical multitype branching processes conditioned on non-extinction, both with respect to the forward and the ancestral processes. Forward i…