Boundary contacts for reflected random walks in the quarter plane
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866913929730457600 |
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| author | Hoang, Viet Hung Raschel, Kilian |
| author_facet | Hoang, Viet Hung Raschel, Kilian |
| contents | We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the need for normalization -- to a limiting random variable as the walk length tends to infinity. This paper focuses on the properties of these discrete limiting variables. The problem is rooted in probability theory but also has natural connections to statistical physics and analytic combinatorics. We present two main sets of results, each based on different assumptions regarding the random walk parameters. First, when the reflections on the horizontal and vertical boundaries are assumed to be similar, we reveal the recursive structure of the problem through a coupling approach. Second, in the case of more general reflection rules but singular random walks, we derive an explicit closed-form expression for the limiting distribution using the compensation approach. Our results are illustrated via concrete computations on various examples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_04745 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Boundary contacts for reflected random walks in the quarter plane Hoang, Viet Hung Raschel, Kilian Probability We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the need for normalization -- to a limiting random variable as the walk length tends to infinity. This paper focuses on the properties of these discrete limiting variables. The problem is rooted in probability theory but also has natural connections to statistical physics and analytic combinatorics. We present two main sets of results, each based on different assumptions regarding the random walk parameters. First, when the reflections on the horizontal and vertical boundaries are assumed to be similar, we reveal the recursive structure of the problem through a coupling approach. Second, in the case of more general reflection rules but singular random walks, we derive an explicit closed-form expression for the limiting distribution using the compensation approach. Our results are illustrated via concrete computations on various examples. |
| title | Boundary contacts for reflected random walks in the quarter plane |
| topic | Probability |
| url | https://arxiv.org/abs/2507.04745 |