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Hitting times with taboo for a random walk
Authors:E Vl Bulinskaya
Institution:1. Lomonosov Moscow State University, Moscow, 119991, Russia
Abstract:For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in 0,??]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ? d except for a simple random walk on ?, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ?, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ? d with a single source of branching.
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