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Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk


 
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1. Title Title of document Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
 
2. Creator Author's name, affiliation, country Michael J. Kozdron; University of Regina, Canada
 
2. Creator Author's name, affiliation, country Gregory F. Lawler; Cornell University, USA
 
3. Subject Discipline(s)
 
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4. Description Abstract We prove an estimate for the probability that a simple random walk in a simply connected subset $A$ of $Z^2$ starting on the boundary exits $A$ at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.
 
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7. Date (YYYY-MM-DD) 2005-12-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/294
 
10. Identifier Digital Object Identifier 10.1214/EJP.v10-294
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 10
 
12. Language English=en
 
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