Interesting Esoterica

Random walks reaching against all odds the other side of the quarter plane

Article by van Leeuwaarden, Johan S. H. and Raschel, Kilian
  • Published in 2011
  • Added on
In the collection
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact expression for the probability of this event, and derive an asymptotic expression for the case when $i_0$ becomes large, a situation in which the event becomes highly unlikely. The exact expression follows from the solution of a boundary value problem and is in terms of an integral that involves a conformal gluing function. The asymptotic expression follows from the asymptotic evaluation of this integral. Our results find applications in a model for nucleosome shifting, the voter model and the asymmetric exclusion process.

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Other information

key
VanLeeuwaarden2011
type
article
date_added
2012-03-01
date_published
2011-04-01
arxivId
1104.3034
journal
Plays
pages
17

BibTeX entry

@article{VanLeeuwaarden2011,
	key = {VanLeeuwaarden2011},
	type = {article},
	title = {Random walks reaching against all odds the other side of the quarter plane},
	author = {van Leeuwaarden, Johan S. H. and Raschel, Kilian},
	abstract = {For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state {\$}(i{\_}0,j{\_}0){\$}, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact expression for the probability of this event, and derive an asymptotic expression for the case when {\$}i{\_}0{\$} becomes large, a situation in which the event becomes highly unlikely. The exact expression follows from the solution of a boundary value problem and is in terms of an integral that involves a conformal gluing function. The asymptotic expression follows from the asymptotic evaluation of this integral. Our results find applications in a model for nucleosome shifting, the voter model and the asymmetric exclusion process.},
	comment = {},
	date_added = {2012-03-01},
	date_published = {2011-04-01},
	urls = {http://arxiv.org/abs/1104.3034,http://arxiv.org/pdf/1104.3034v2},
	collections = {Probability and statistics},
	archivePrefix = {arXiv},
	arxivId = {1104.3034},
	eprint = {1104.3034},
	journal = {Plays},
	month = {apr},
	pages = 17,
	url = {http://arxiv.org/abs/1104.3034 http://arxiv.org/pdf/1104.3034v2},
	year = 2011,
	primaryClass = {math.PR},
	urldate = {2012-03-01}
}