Exit and return of a simple random walk
type: Item
instance of: scholarly article
title: Exit and return of a simple random walk
zbMATH Open document ID: 1076.60033
author: Niranjan Chakravarthy
published in: Potential Analysis
publication date: 2005-05-03T00:00:00Z
review text: 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 \(V\).
reviewed by: Rudolf Grübel
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 2164740
zbMATH Keywords: first exit time
zbMATH Keywords: first return time
MaRDI profile type: Publication
full work available at URL: s11118-004-3263-x
OpenAlex ID: W2117468313
cites work: Sharp asymptotics for Kawasaki dynamics on a finite box with open boundary
cites work: Q3919441
cites work: Q3998747
cites work: Q5731217
DOI: 10.1007/S11118-004-3263-X
description: scientific article; zbMATH DE number 2164740