Limit theorems for random Motzkin paths near boundary

被引:0
|
作者
Bryc, Wlodzimierz [1 ]
Wang, Yizao [1 ]
机构
[1] Univ Cincinnati, Dept Math Sci, 2815 Commons Way, Cincinnati, OH 45221 USA
关键词
Discrete Bessel process; matrix ansatz; Motzkin paths; random walk conditioned to stay positive; Viennot's formula;
D O I
10.3150/23-BEJ1669
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider Motzkin paths of length L , not fixed at zero at both end points, with constant weights on the edges and general weights on the end points. We investigate, as the length L tends to infinity, the limit behaviors of (a) boundary measures induced by the weights on both end points and (b) the segments of the sampled Motzkin path viewed as a process starting from each of the two end points, referred to as boundary processes. Our first result concerns the case when the induced boundary measures have finite first moments. Our second result concerns when the boundary measure on the right end point is a generalized geometric measure with parameter rho 1 >= 1, so that this is an infinite measure and yet it induces a probability measure for random Motzkin path when rho 1 is not too large. The two cases under investigation reveal a phase transition. In particular, we show that the limit left boundary processes in the two cases have the same transition probabilities as random walks conditioned to stay non -negative.
引用
收藏
页码:2185 / 2206
页数:22
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