Exit and return of a simple random walk (Q1775508): Difference between revisions
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Revision as of 09:49, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit and return of a simple random walk |
scientific article |
Statements
Exit and return of a simple random walk (English)
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3 May 2005
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The author considers the probability, averaged over the finite set \(V\), that a simple random walk on the \(m\)-dimensional integer lattice with start at \(x\in V\) exits \(V\) before its first return to \(x\). The results include a limit theorem for a sequence of such sets and upper and lower bounds for fixed \(V\).
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first exit time
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first return time
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