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A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions

Gregory F. Lawler (2010)

ESAIM: Probability and Statistics

The growth exponent α for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius n is of order nα. We prove that in two dimensions, the growth exponent is strictly greater than one. The proof uses a known estimate on the third moment of the escape probability and an improvement on the discrete Beurling projection theorem.

A recurrence theorem for square-integrable martingales

Gerold Alsmeyer (1994)

Studia Mathematica

Let ( M n ) n 0 be a zero-mean martingale with canonical filtration ( n ) n 0 and stochastically L 2 -bounded increments Y 1 , Y 2 , . . . , which means that P ( | Y n | > t | n - 1 ) 1 - H ( t ) a.s. for all n ≥ 1, t > 0 and some square-integrable distribution H on [0,∞). Let V 2 = n 1 E ( Y n 2 | n - 1 ) . It is the main result of this paper that each such martingale is a.s. convergent on V < ∞ and recurrent on V = ∞, i.e. P ( M n [ - c , c ] i . o . | V = ) = 1 for some c > 0. This generalizes a recent result by Durrett, Kesten and Lawler [4] who consider the case of only finitely many square-integrable increment distributions....

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