有条件二维简单随机游走的逃逸率

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2024-11-26 DOI:10.1016/j.spa.2024.104469

Orphée Collin , Serguei Popov

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引用次数: 0

摘要

我们证明了以避开固定有限集为条件的二维简单随机游走的逃逸率的尖锐渐近估计值。我们从这一过程的连续类似物（科林和彗星，2022 年）的渐近估计中推导出这一估计，并借助了适应这一设置的 KMT 型耦合。

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Rate of escape of the conditioned two-dimensional simple random walk

We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (Collin and Comets, 2022), with the help of a KMT-type coupling adapted to this setup.

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.