Green functions and Martin compactification for killed random walks related to SU(3)

We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree three. For these processes, we find the asymptotic of the Green functions along all infinite paths of states, and from this we deduce that the Martin compactification is the one-point compactification.Comment: 13 page

Green functions for killed random walks in the Weyl chamber of Sp(4)

We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of $\rm{Sp}(4)$, which in addition satisfies the following property: for any $n\geq 3$, there is in this family a walk associated with a reflection group of order $2n$. Moreover, the case $n=4$ corresponds to a process which appears naturally by studying quantum random walks on the dual of $\rm{Sp}(4)$. For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths of states as well as that of the absorption probabilities along the boundaries.Comment: 20 page

Counting walks in a quadrant: a unified approach via boundary value problems

The aim of this article is to introduce a unified method to obtain explicit integral representations of the trivariate generating function counting the walks with small steps which are confined to a quarter plane. For many models, this yields for the first time an explicit expression of the counting generating function. Moreover, the nature of the integrand of the integral formulations is shown to be directly dependent on the finiteness of a naturally attached group of birational transformations as well as on the sign of the covariance of the walkComment: 28 pages; 6 figure

On the exit time from a cone for Brownian motion with drift

We investigate the tail distribution of the first exit time of Brownian motion with drift from a cone and find its exact asymptotics for a large class of cones. Our results show in particular that its exponential decreasing rate is a function of the distance between the drift and the cone, whereas the polynomial part in the asymptotics depends on the position of the drift with respect to the cone and its polar cone, and reflects the local geometry of the cone at the point where the drift is orthogonally projected

New steps in walks with small steps in the quarter plane

In this article we obtain new expressions for the generating functions counting (non-singular) walks with small steps in the quarter plane. Those are given in terms of infinite series, while in the literature, the standard expressions use solutions to boundary value problems. We illustrate our results with three examples (an algebraic case, a transcendental D-finite case, and an infinite group model).Comment: 47 pages, 8 figures, to appear in Annals of Combinatoric

On the exit time from a cone for random walks with drift

We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace transform of the random walk increments. As an example, our results find applications in the counting of walks in orthants, a classical domain in enumerative combinatorics.Comment: 21 pages, 2 figures, to appear in Revista Matem\'atica Iberoamerican

Explicit expression for the generating function counting Gessel's walks

Gessel's walks are the planar walks that move within the positive quadrant $\mathbb{Z}_{+}^{2}$ by unit steps in any of the following directions: West, North-East, East and South-West. In this paper, we find an explicit expression for the trivariate generating function counting the Gessel's walks with $k\geq 0$ steps, which start at $(0,0)$ and end at a given point $(i,j) \in \mathbb{Z}^2_+$.Comment: 23 page

About a possible analytic approach for walks in the quarter plane with arbitrary big jumps

In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter plane, Springer-Verlag, Berlin (1999)], initially valid for walks with small steps in the quarter plane. New technical challenges arise, most of them being tackled in the framework of generalized boundary value problems on compact Riemann surfaces.Comment: 7 pages, 3 figures, extended abstrac

Tutte's invariant approach for Brownian motion reflected in the quadrant

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the enumeration of (discrete) quadrant walks. We develop a Tutte's invariant approach to this continuous setting, and we obtain an explicit formula for the Laplace transform in terms of generalized Chebyshev polynomials.Comment: 14 pages, 3 figure