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On Covering Monotonic Paths with Simple Random Walk. (arXiv:1704.05870v1 [math.PR])
来源于:arXiv
In this paper we study the probability that a $d$ dimensional simple random
walk (or the first $L$ steps of it) covers each point in a nearest neighbor
path connecting 0 and the boundary of an $L_1$ ball. We show that among all
such paths, the one that maximizes the covering probability is the monotonic
increasing one that stays within distance 1 from the diagonal. As a result, we
can obtain an upper bound on the exponent of covering probability of any such
path when $d\ge 4$. This upper bound is asymptotically sharp for all monotonic
paths. 查看全文>>