On the Escape of a Random Walk From Two Pieces of a Tripartite Set

Publication date: 8 September 2012

Abstract: Let

A, B, C

be a partition of a sample space

O m e g a

. For a random walk

S_{n} = x + s u m_{j = 1}^{n} X_{j}

starting at

x i n A

, we find estimates for the Green's function

G_{A c u p B} (x, y)

and the hitting time

E^{x} (T_{C})

for

x, y i n A c u p B

, with interest in the case where

C

"separates"

A

and

B

in a sense (e.g. the probability of jumping from

A

to

B

, or vice versa, before hitting

C

, is small).

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