Hitting times for independent random walks on Zd
Amine Asselah, Pablo A. Ferrari
Abstract
We consider a system of asymmetric independent random walks on Zd, denoted by \ηt,t∈R\, stationary under the product Poisson measure νρ of marginal density ρ>0. We fix a pattern A, an increasing local event, and denote by τ the hitting time of A. By using a loss network representation of our system, at small density, we obtain a coupling between the laws of ηt conditioned on \τ>t\ for all times t. When d3, this provides bounds on the rate of convergence of the law of ηt conditioned on \τ>t\ toward its limiting probability measure as t tends to infinity. We also treat the case where the initial measure is close to νρ without being product.
Create a lesson
Related papers
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
Can Hu, Jiang Hu, Zhidong Bai
Well-posedness and regularity of stochastic heat equations on moving domains
Chongyang Ren, Tusheng Zhang
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Graeme Baker, Caroline Smyth
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai, Nathakhun Wiroonsri