Local asymptotics for the area of random walk excursions.

Denis Denisov Martin Kolb Vitali Wachtel

Published in: J. Lond. Math. Soc. (2015)

Keyphrases

random walk
markov chain
stationary distribution
sufficient conditions
steady state
directed graph
transition probabilities
link prediction
transition probability matrix
flow graph
markov random walk
spectral methods
state space
graph laplacian
proximity measures
random walker