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Asymptotics for random walks in alcoves of affine Weyl groups.

Krattenthaler, Christian (2004)

Séminaire Lotharingien de Combinatoire [electronic only]

Asymptotics of a dynamic random walk in a random scenery : I. Law of large numbers

N. Guillotin (2000)

Annales de l'I.H.P. Probabilités et statistiques

Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks.

Labarbe, Jean-Maxime, Marckert, Jean-Francois (2007)

Electronic Journal of Probability [electronic only]

Asymptotics of riskless profit under selling of discrete time call options

A. V. Nagaev, S. A. Nagaev (2003)

Applicationes Mathematicae

A discrete time model of financial market is considered. In the focus of attention is the guaranteed profit of the investor which arises when the jumps of the stock price are bounded. The limit distribution of the profit as the model becomes closer to the classic model of geometrical Brownian motion is established. It is of interest that the approximating continuous time model does not assume any such profit.

Asymptotics of the stationary distribution of an oscillating random walk.

Kim, D.K., Lotov, V.I. (2004)

Sibirskij Matematicheskij Zhurnal

Average properties of random walks on Galton-Watson trees

Dayue Chen (1997)

Annales de l'I.H.P. Probabilités et statistiques

Averages of unitary representations and weak mixing of random walks

Michael Lin, Rainer Wittmann (1995)

Studia Mathematica

Let S be a locally compact (σ-compact) group or semigroup, and let T(t) be a continuous representation of S by contractions in a Banach space X. For a regular probability μ on S, we study the convergence of the powers of the μ-average Ux = ʃ T(t)xdμ(t). Our main results for random walks on a group G are: (i) The following are equivalent for an adapted regular probability on G: μ is strictly aperiodic; $U^{n}$ converges weakly for every continuous unitary representation of G; U is weakly mixing for any...