Hitting time of a half-line by two-dimensional random walk (Q1434089)

Let \(p_n\) be the probability that a random walk on \(\mathbb{Z}^2\) starting at the origin does not return to the half line \(\{(x_1, x_2): x_1\leq 0, x_2= 0\}\) in \(n\) steps. The author proves for aperiodic random walks with mean 0 and moments of order greater than 2, that \(p_n\sim cn^{1/4}\) holds for \(n\to\infty\) for some constant \(c> 0\) that can be expressed in terms of the Fourier transform of the distribution of the increments of the random walk. In particular, for the simple random walk one has \(c= \sqrt{1+\sqrt{2}}/(2\Gamma(3/4))\).