English

Extinction time for a random walk in a random environment

Probability 2015-07-29 v3

Abstract

We consider a random walk with death in [N,N][-N,N] moving in a time dependent environment. The environment is a system of particles which describes a current flux from NN to N-N. Its evolution is influenced by the presence of the random walk and in turn it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in NN) for the survival probability up to time tt which goes as cexp{bN2t}c\exp\{-bN^{-2}t\}, with cc and bb positive constants.

Keywords

Cite

@article{arxiv.1304.0622,
  title  = {Extinction time for a random walk in a random environment},
  author = {Anna De Masi and Errico Presutti and Dimitrios Tsagkarogiannis and Maria Eulalia Vares},
  journal= {arXiv preprint arXiv:1304.0622},
  year   = {2015}
}

Comments

Published at http://dx.doi.org/10.3150/14-BEJ627 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

R2 v1 2026-06-21T23:52:10.454Z