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Estimates of random walk exit probabilities and application to loop-erased random walk (2005)

Abstract
We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.. Comment: 26 pages, 0 figures

Publication details
Download http://arxiv.org/abs/math/0501189
http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1555&layout=abstract
Repository arXiv (United States)
Keywords Mathematics - Probability, 60F99 (Primary), 60G50, 60J45, 60J65 (Secondary)
Type text