Hitting times for independent random walks
Asselah, Amine ; Ferrari, Pablo A.
HAL, hal-00011249 / Harvested from HAL
We consider a system of asymmetric independent random walks on $Z^d$, denoted by $\{\eta_t,t\in R\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $A$, an increasing local event, and denote by $\tau$ the hitting time of $A$. By using a Loss Network representation of our system, at small density, we obtain a coupling between the laws of $\eta_t$ conditioned on $\{\tau>t\}$ for all times $t$. When $d\ge 3$, this provides bounds on the rate of convergence of the law of $\eta_t$ conditioned on $\{\tau>t\}$ towards its limiting probability measure as $t$ tends to infinity. We also treat the case where the initial measure is {\it close} to $\nu_{\rho}$ without being product.
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph],  [PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph]
@article{hal-00011249,
     author = {Asselah, Amine and Ferrari, Pablo A.},
     title = {Hitting times for independent random walks},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00011249}
}
Asselah, Amine; Ferrari, Pablo A. Hitting times for independent random walks. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00011249/