Exit and return of a simple random walk (Q1775508): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:39, 5 March 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)
0 references
3 May 2005
0 references
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 \(V\).
0 references
first exit time
0 references
first return time
0 references
