On discrete-time arrival processes and related random motions - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

On discrete-time arrival processes and related random motions

Résumé

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are stopped at the first event of a further independent renewal process whose inter-arrival time distribution can be defective. If this is the case, the resulting arrival process is of an intermediate nature. For non-defective absorbing times, the resulting arrival process is transient, i.e.\ stopped almost surely. For these processes we derive finite time and asymptotic properties. We apply these results to biased and unbiased random walks on the d-dimensional infinite lattice and as a special case on the two-dimensional triangular lattice. We study the spatial propagator of the walker and its large time asymptotics. In particular, we observe the emergence of a superdiffusive (ballistic) behavior in the case of biased walks. For geometrically distributed stopping times, the propagator converges to a stationary non-equilibrium steady state (NESS), which is universal in the sense that it is independent of the stopped process. In dimension one, for both light- and heavy-tailed step distributions, the NESS has an integral representation involving alpha-stable distributions.
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Dates et versions

hal-04500508 , version 1 (12-03-2024)

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Giuseppe d'Onofrio, Thomas M. Michelitsch, Federico Polito, Alejandro P. Riascos. On discrete-time arrival processes and related random motions. 2024. ⟨hal-04500508⟩
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