An Application of the Renewal Theoretic Selection Principle: The First Divisible Sum.
Let be a random walk drifting to -∞. We obtain an asymptotic expansion for the distribution of the supremum of which takes into account the influence of the roots of the equation being the underlying distribution. An estimate, of considerable generality, is given for the remainder term by means of submultiplicative weight functions. A similar problem for the stationary distribution of an oscillating random walk is also considered. The proofs rely on two general theorems for Laplace transforms....
We consider the nearest-neighbor simple random walk on ℤd, d≥2, driven by a field of bounded random conductances ωxy∈[0, 1]. The conductance law is i.i.d. subject to the condition that the probability of ωxy>0 exceeds the threshold for bond percolation on ℤd. For environments in which the origin is connected to infinity by bonds with positive conductances, we study the decay of the 2n-step return probability . We prove that is bounded by a random constant timesn−d/2 in d=2, 3, while it...
We study a continuous time growth process on the -dimensional hypercubic lattice , which admits a phenomenological interpretation as the combustion reaction , where represents heat particles and inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site previously...