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)|x1 0,x2=0} before time n. It is proved that for aperiodic random walk with mean zero and finite 2+ (>2)-th absolute moment, this probability times n1/4 converges to some positive constant c* as . 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 Mathematics Subject Classification (2000): 60G50, 60E10 |