Survival time of a heterogeneous random walk in a quadrant (Q467685): Difference between revisions

The paper considers heterogeneous random walks on the two-dimensional integer grid. In particular, it is assumed that for each site \((k,l)\) there are constants \(a_k, b_l\) such that the walk moves along the horizontal axis with probability \(a_k\) and along the vertical axis with probability \(b_l\). The main result of the paper provides a Gaussian upper bound on the transition probability from point \((k,l)\) to \((k',l')\). In particular, this upper bound contains an exponential factor whose exponent is proportional to the square of the Euclidean distance between the two points. This result implies also a Gaussian upper bound on the probability that the walk is at certain distance from the starting point at a certain step.