Random Walks Reaching Against all Odds the other Side of the Quarter Plane

نویسندگان

  • Johan van Leeuwaarden
  • Kilian Raschel
چکیده

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state (i0, j0), we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive a certain integral representation for the probability of this event, and an asymptotic expression for the case when i0 becomes large, a situation in which the event becomes highly unlikely. The integral representation follows from the solution of a boundary value problem and is involves a conformal gluing function. The asymptotic expression follows from the asymptotic evaluation of this integral. Our results find applications in a model for nucleosome shifting, the voter model and the asymmetric exclusion process.

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عنوان ژورنال:
  • J. Applied Probability

دوره 50  شماره 

صفحات  -

تاریخ انتشار 2013