Random Walks in the Quarter Plane by Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev

By Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev

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W. such that M y = 0, one of the branch points of Y (x) is equal to 1. In addition, ∗ if Mx < 0, then two other branch points have a modulus bigger than 1 and the remaining one has a modulus less than 1; ∗ if Mx > 0, then two branch points are less than 1 and the modulus of the remaining one is bigger than 1. 8. Proof Consider the convex set A0 of the points ρ corresponding to a non-degenerate random walk with M y = 0. The hypersurface defined by Mx = 0 divides this set into two convex sets for which, respectively, Mx > 0 and Mx < 0.

They are real and satisfy the following relationships: e1 + e2 + e3 = 0, e1 > 0, e3 < 0, e1 > e2 > e3 . Let (ω1 , ω2 ) be a pair of primitive periods. It is known (see [53]) that ℘ ω2 ω1 = e1 , ℘ = e3 , ℘ 2 2 ω1 + ω2 2 = e2 . 3 More About Uniformization 49 z Consider the mapping h = z → in the complex plane. This homothety transforms 2 the period parallelogram into another parallelogram, denoted by H . A property of the Weierstrass function ℘ (ω) says that, when we describe H in the positive direction, starting from the point ω = 0, ℘ (ω) decreases from +∞ to −∞.

Thus it remains to prove that, whenever x3 is not a branch point of π, this property also holds for x4 . But there exists no meromorphic function on Cx \{x4 } having x4 as a branch point. • x4 = ∞. Then, referring again to Sect. 3, we have y4 = ∞, provided the random walk is non-singular, and we come to the preceding argument applied to the function π. 3 More About Uniformization Our purpose here is to get explicit representations for λ, ω1 and ω2 , which will be used, in particular, at the end of Chap.

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