2023/06/14 by Orphée Collin, Collin, Orphée, Serguei Popov +1
Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Quantum chaos and dynamical systems #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2306.08761
openalex publication_date 2023/06/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf arXiv:2102.09636), with the help of a KMT-type coupling adapted to this setup.