Explicit bounds for the return probability of simple random walks

被引:1
|
作者
Ball, K [1 ]
Sterbenz, J
机构
[1] Univ Minnesota, Inst Math & Its Applicat, Minneapolis, MN 55455 USA
[2] Princeton Univ, Dept Math, Princeton, NJ 08544 USA
基金
美国国家科学基金会;
关键词
simple random walk; random walks; return probability; asymptotic probability;
D O I
10.1007/s10959-003-2606-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We give an exact computation of the second order term in the asymptotic expansion of the return probability, F-2n(d)(0,0), of a simple random walk on the d-dimensional cubic lattice. We also give an explicit bound on the remainder. In particular, we show that P-2n(d)(0, 0) < 2(d/4 pi n)(d/2) where n >= M = M(d) is explicitly given.
引用
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页码:317 / 326
页数:10
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