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  1. Home > Articles & Issues >
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  3. On the Exit Time of ...
Conference paper

On the Exit Time of a Random Walk with Positive Drift

Michael Drmota (1), Wojciech Szpankowski (2) (3)
(1) Institut für Geometrie
(2) Department of Computer Science [Purdue]
(3) Department of Computer Science [West Lafayette]
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Imported on
May 10, 2017
Published on
December 31, 2006
Last modified on
March 31, 2025
Volume
DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07)
Proceedings
DOI
10.46298/dmtcs.3525
License
https://about.hal.science/hal-authorisation-v1
National Institutes of Health
5R01GM068959-04
Combinatorial &Probabilistic Methods for Biol Sequences
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On the Exit Time of a Random Walk with Positive Drift

Michael Drmota (1), Wojciech Szpankowski (2) (3)
(1) Institut für Geometrie
(2) Department of Computer Science [Purdue]
(3) Department of Computer Science [West Lafayette]
Abstract
We study a random walk with positive drift in the first quadrant of the plane. For a given connected region $\mathcal{C}$ of the first quadrant, we analyze the number of paths contained in $\mathcal{C}$ and the first exit time from $\mathcal{C}$. In our case, region $\mathcal{C}$ is bounded by two crossing lines. It is noted that such a walk is equivalent to a path in a tree from the root to a leaf not exceeding a given height. If this tree is the parsing tree of the Tunstall or Khodak variable-to-fixed code, then the exit time of the underlying random walk corresponds to the phrase length not exceeding a given length. We derive precise asymptotics of the number of paths and the asymptotic distribution of the exit time. Even for such a simple walk, the analysis turns out to be quite sophisticated and it involves Mellin transforms, Tauberian theorems, and infinite number of saddle points.
Keywords
  • [INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS]
  • [INFO.INFO-DM]Computer Science [cs]/Discrete Mathematics [cs.DM]
  • [MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO]
  • [INFO.INFO-CG]Computer Science [cs]/Computational Geometry [cs.CG]
  • Random walk in the plane
  • exit time
  • number of paths
  • Tunstall's code
  • Khodak code
  • Mellin transform
  • Tauberian theorems.
Cited by

Source: OpenCitations

  • Renewal theory in the analysis of tries and strings

    Theoretical Computer Science

    Authors : Svante Janson ORCID

    Journal reference : Volume 416, 2011, pp. 33-54

    DOI : 10.1016/j.tcs.2011.10.007
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