2012Siberian Advances in MathematicsRequires access

Hitting times with taboo for a random walk

E. Vl. Bulinskaya

Open publisher page 6 citations

Abstract

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,∞]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ℤ d except for a simple random walk on ℤ, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ℤ, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ℤ d with a single source of branching.

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What this paper is about

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,∞]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ℤ d except for a simple random walk on ℤ, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ℤ, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ℤ d with a single source of branching.

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Available abstract

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,∞]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ℤ d except for a simple random walk on ℤ, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ℤ, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ℤ d with a single source of branching.

Key concepts: Random walk, Branching random walk, Heterogeneous random walk in one dimension, Mathematics, Combinatorics, Self-avoiding walk, Loop-erased random walk, Hitting time

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