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Exit and Return of a Simple Random Walk

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Abstract

Let V be a finite subset of Zm. Estimates are obtained for the average probability that a simple random walk, starting at a point x in V, exits V before it returns to x. The average is taken over all points x in V.

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References

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Mathematics Subject Classifications (2000)

60G50, 60J45

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van den Berg, M. Exit and Return of a Simple Random Walk. Potential Anal 23, 45–53 (2005). https://doi.org/10.1007/s11118-004-3263-x

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  • DOI: https://doi.org/10.1007/s11118-004-3263-x

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