Rate of escape of the conditioned two-dimensional simple random walk
Probability
2024-04-30 v2
Abstract
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 (cf arXiv:2102.09636), with the help of a KMT-type coupling adapted to this setup.
Cite
@article{arxiv.2306.08761,
title = {Rate of escape of the conditioned two-dimensional simple random walk},
author = {Orphée Collin and Serguei Popov},
journal= {arXiv preprint arXiv:2306.08761},
year = {2024}
}
Comments
23 pages