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arXiv:math/0403351 [math.PR]AbstractReferencesReviewsResources

Hitting times for independent random walks on $\mathbb{Z}^d$

Amine Asselah, Pablo A. Ferrari

Published 2004-03-22, updated 2006-09-21Version 2

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$, an increasing local event, and denote by $\tau$ the hitting time of $\mathcal{A}$. 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 $d\ge3$, this provides bounds on the rate of convergence of the law of $\eta_t$ conditioned on $\{\tau>t\}$ toward its limiting probability measure as $t$ tends to infinity. We also treat the case where the initial measure is close to $\nu_{\rho}$ without being product.

Comments: Published at http://dx.doi.org/10.1214/009117906000000106 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2006, Vol. 34, No. 4, 1296-1338
Categories: math.PR, math-ph, math.MP
Subjects: 60K35, 82C22, 60J25
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