Exit and return of a simple random walk (Q1775508)
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scientific article; zbMATH DE number 2164740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit and return of a simple random walk |
scientific article; zbMATH DE number 2164740 |
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Exit and return of a simple random walk (English)
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3 May 2005
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The author considers the probability, averaged over the finite set \(V\), that a simple random walk on the \(m\)-dimensional integer lattice with start at \(x\in V\) exits \(V\) before its first return to \(x\). The results include a limit theorem for a sequence of such sets and upper and lower bounds for fixed \(V\).
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first exit time
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first return time
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