Über Summen von zufälligen Folgen natürlicher Zahlen.
Suppose that is a finite, connected graph and is a lazy random walk on . The lamplighter chain associated with is the random walk on the wreath product , the graph whose vertices consist of pairs where is a labeling of the vertices of by elements of and is a vertex in . There is an edge between and in if and only if is adjacent to in and for all . In each step, moves from a configuration by updating to using the transition rule of and then sampling both...
We consider the one-sided exit problem – also called one-sided barrier problem – for (-fractionally) integrated random walks and Lévy processes. Our main result is that there exists a positive, non-increasing function such that the probability that any -fractionally integrated centered Lévy processes (or random walk) with some finite exponential moment stays below a fixed level until time behaves as for large . We also investigate when the fixed level can be replaced by a different barrier...