ENLARGEMENT OF OBSTACLES FOR THE SIMPLE RANDOM-WALK

被引:33
作者
ANTAL, P
机构
关键词
RANDOM WALK; KILLING TRAPS; PRINCIPAL EIGENVALUES;
D O I
10.1214/aop/1176988174
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 consider a continuous time simple random walk moving among obstacles, which are sites (resp., bonds) of the lattice Z(d). We derive in this context a version of the technique of enlargement of obstacles developed by Sznitman in the Brownian case. This method gives controls on exponential moments of certain death times as well as good lower bounds for certain principal eigenvalues. We give an application to recover an asymptotic result of Donsker and Varadhan on the number of sites visited by the random walk and another application to the number of bonds visited by the random walk.
引用
收藏
页码:1061 / 1101
页数:41
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