Analysis of random walks on a hexagonal lattice

DOI10.1093/IMAMAT/HXZ026MaRDI QIDQ5215821zbMATH OpenOpenAlexFDO

Authors Claudio Macci, Barbara Martinucci, Antonio Di Crescenzo, Serena Spina

Publication date 13 February 2020

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.09310

zbMATH Keywords

first-passage timehexagonal latticelarge deviationsmoderate deviationsprobability generating functionrandom walk

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a 2-dimensional Brownian motion is also discussed. Furthermore, we obtain some results on its asymptotic behavior making use of large deviation theory. Finally, we investigate the first-passage-time problem of the random walk through a vertical straight-line. Under suitable symmetry assumptions we are able to determine the first-passage-time probabilities in a closed form, which deserve interest in applied fields.

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