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This article is cited in 4 scientific papers (total in 4 papers)
Hitting times with taboo for a random walk
E. Vl. Bulinskaya Lomonosov Moscow State University, Moscow, Russia
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 $[0,\infty]$) 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 $\mathbb Z^d$ except for a simple random walk on $\mathbb Z$, the order of the distribution tail decrease is specified by dimension $d$ only. In contrast, for a simple random walk on $\mathbb Z$, 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 $\mathbb Z^d$ with a single source of branching.
Key words:
random walk on integer lattice, hitting time, taboo probability, branching random walk.
Received: 01.12.2011
Citation:
E. Vl. Bulinskaya, “Hitting times with taboo for a random walk”, Mat. Tr., 15:1 (2012), 3–26; Siberian Adv. Math., 22:4 (2012), 227–242
Linking options:
https://www.mathnet.ru/eng/mt222 https://www.mathnet.ru/eng/mt/v15/i1/p3
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