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Hitting time of a half-line by two-dimensional random walk
Authors:Yasunari?Fukai  author-information"  >  author-information__contact u-icon-before"  >  mailto:fukai@math.kyushu-u.ac.jp"   title="  fukai@math.kyushu-u.ac.jp"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author
Affiliation:(1) Fukuokaculty of Mathematics, Kyushu University, 6-10-1, Hakozaki, Higashi-Ku, Fukuoka, 812-8581, Japan
Abstract:We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line {(x1,x2)|x1le0,x2=0} before time n. It is proved that for aperiodic random walk with mean zero and finite 2+delta(>2)-th absolute moment, this probability times n1/4 converges to some positive constant c* as ${{n rightarrow infty}}$. We show that c* is expressed by using the characteristic function of the increment of the random walk. For the simple random walk, this expression gives ${{ c^{{*}} = sqrt{{1+ sqrt{{2}}}}/(2 Gamma (3/4)).}}$Mathematics Subject Classification (2000):ensp60G50, 60E10
Keywords:Two-dimensional random walk  Hitting probability
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