Hitting times for independent random walks on $\mathbb{Z}^d$

Mathematics – Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Published at http://dx.doi.org/10.1214/009117906000000106 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000106

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$, an increasing local event, and denote by $\tau$ the hitting time of $\mathcal{A}$. By using a loss network representation of our system, at small density, we obtain a coupling between the laws of $\eta_t$ conditioned on $\{\tau>t\}$ for all times $t$. When $d\ge3$, this provides bounds on the rate of convergence of the law of $\eta_t$ conditioned on $\{\tau>t\}$ toward its limiting probability measure as $t$ tends to infinity. We also treat the case where the initial measure is close to $\nu_{\rho}$ without being product.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Hitting times for independent random walks on $\mathbb{Z}^d$ does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Hitting times for independent random walks on $\mathbb{Z}^d$, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Hitting times for independent random walks on $\mathbb{Z}^d$ will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-701672

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.