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A Combinatorial Approach to a Model of Constrained Random Walkers

Part of: Combinatorics Markov processes Limit theorems

Published online by Cambridge University Press:  16 March 2015

T. ESPINASSE ,
N. GUILLOTIN-PLANTARD  and
P. NADEAU
T. ESPINASSE
Affiliation:
Institut Camille Jordan, CNRS UMR 5208, Université Lyon 1, 43 Boulevard du 11 novembre 1918, 69622 Villeurbanne, France (e-mail: Thibault.Espinasse@math.univ-lyon1.fr, nadine.guillotin@univ-lyon1.fr, philippe.nadeau@math.univ-lyon1.fr)
N. GUILLOTIN-PLANTARD
Affiliation:
Institut Camille Jordan, CNRS UMR 5208, Université Lyon 1, 43 Boulevard du 11 novembre 1918, 69622 Villeurbanne, France (e-mail: Thibault.Espinasse@math.univ-lyon1.fr, nadine.guillotin@univ-lyon1.fr, philippe.nadeau@math.univ-lyon1.fr)
P. NADEAU
Affiliation:
Institut Camille Jordan, CNRS UMR 5208, Université Lyon 1, 43 Boulevard du 11 novembre 1918, 69622 Villeurbanne, France (e-mail: Thibault.Espinasse@math.univ-lyon1.fr, nadine.guillotin@univ-lyon1.fr, philippe.nadeau@math.univ-lyon1.fr)
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Abstract

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In [1], the authors consider a random walk (Z n,1, . . ., Z n,K+1) ∈ ${\mathbb{Z}}$ K+1 with the constraint that each coordinate of the walk is at distance one from the following coordinate. A functional central limit theorem for the first coordinate is proved and the limit variance is explicited. In this paper, we study an extended version of this model by conditioning the extremal coordinates to be at some fixed distance at every time. We prove a functional central limit theorem for this random walk. Using combinatorial tools, we give a precise formula of the variance and compare it with that obtained in [1].

MSC classification

Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 60F05: Central limit and other weak theorems 05A19: Combinatorial identities, bijective combinatorics

Information

Type
Paper
Information
Combinatorics, Probability and Computing , Volume 25 , Issue 2 , March 2016 , pp. 222 - 235
Copyright
Copyright © Cambridge University Press 2015 

References

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