Abstract:
For a symmetric homogeneous and irreducible random walk on the dd-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,∞][0,∞]) determined by a starting point xx, a hitting state yy, and a taboo state zz. 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 Zd 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 Zd with a single source of branching.
Key words:
random walk on integer lattice, hitting time, taboo probability, branching random walk.
\Bibitem{Bul12}
\by E.~Vl.~Bulinskaya
\paper Hitting times with taboo for a~random walk
\jour Mat. Tr.
\yr 2012
\vol 15
\issue 1
\pages 3--26
\mathnet{http://mi.mathnet.ru/mt222}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2984673}
\elib{https://elibrary.ru/item.asp?id=17718095}
\transl
\jour Siberian Adv. Math.
\yr 2012
\vol 22
\issue 4
\pages 227--242
\crossref{https://doi.org/10.3103/S1055134412040013}
Linking options:
https://www.mathnet.ru/eng/mt222
https://www.mathnet.ru/eng/mt/v15/i1/p3
This publication is cited in the following 4 articles:
G. A. Popov, E. B. Yarovaya, “Aggregation of states of a branching random walk over multidimensional lattice”, Moscow University Mathematics Bulletin, 79:1 (2024), 60–70
A. A. Aparin, G. A. Popov, E. B. Yarovaya, “On the sojourn time distribution of a random walk at a multidimensional lattice point”, Theory Probab. Appl., 66:4 (2022), 522–536
Bulinskaya E.V., “Finiteness of Hitting Times Under Taboo”, Stat. Probab. Lett., 85 (2014), 15–19
E. Vl. Bulinskaya, “Complete classification of catalytic branching processes”, Theory Probab. Appl., 59:4 (2015), 545–566