A note on the simple random walk on Z^2: probability of exiting sequences of sets
(2006) In Statistics and Probability Letters 76(9). p.891-897- Abstract
- In this note we establish that the probability that the simple random walk on Z2 returns to its origin before leaving a strip of width L has asymptotically the same probability as the one for hitting the origin before exiting the centered box of the same size. We also generalize this theorem for fairly arbitrary sequences of increasing sets in Z2.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/4588132
- author
- Volkov, Stanislav
LU
- publishing date
- 2006
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Simple random walk, Hitting probabilities
- in
- Statistics and Probability Letters
- volume
- 76
- issue
- 9
- pages
- 891 - 897
- publisher
- Elsevier
- external identifiers
-
- scopus:33645538581
- ISSN
- 0167-7152
- DOI
- 10.1016/j.spl.2005.10.020
- language
- English
- LU publication?
- no
- id
- 2dd1a165-30e6-4dd2-b0be-504ae8497ea1 (old id 4588132)
- date added to LUP
- 2016-04-01 16:39:47
- date last changed
- 2022-01-28 21:17:37
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