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Estimates of random walk exit probabilities and application to loop-erased random walk

Michael J. Kozdron, Gregory F. Lawler

math.PRarXiv:math/0501189

Abstract

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.

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