English

On the disconnection of a discrete cylinder by a biased random walk

Probability 2008-08-21 v2

Abstract

We consider a random walk on the discrete cylinder (Z/NZ)d×Z({\mathbb{Z}}/N{\mathbb{Z}})^d\times{\mathbb{Z}}, d3d\geq3 with drift NdαN^{-d\alpha} in the Z\mathbb{Z}-direction and investigate the large NN-behavior of the disconnection time TNdiscT^{\mathrm{disc}}_N, defined as the first time when the trajectory of the random walk disconnects the cylinder into two infinite components. We prove that, as long as the drift exponent α\alpha is strictly greater than 1, the asymptotic behavior of TNdiscT^{\mathrm{disc}}_N remains N2d+o(1)N^{2d+o(1)}, as in the unbiased case considered by Dembo and Sznitman, whereas for α<1\alpha<1, the asymptotic behavior of TNdiscT^{\mathrm{disc}}_N becomes exponential in NN.

Keywords

Cite

@article{arxiv.0710.4427,
  title  = {On the disconnection of a discrete cylinder by a biased random walk},
  author = {David Windisch},
  journal= {arXiv preprint arXiv:0710.4427},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.1214/07-AAP491 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)