De Masi, Anna, Presutti, Errico, Tsagkarogiannis, Dimitrios and Vares, Maria Eulalia (2015) Extinction time for a random walk in a random environment. Bernoulli, 21 (3). pp. 1824-1843. ISSN 1350-7265
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Abstract
We consider a random walk with death in [−N, N] moving in a time dependent environment. The environment is a system of particles which describes a current flux from N to −N. Its evolution is influenced by the presence of the random walk and in turns it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in N) for the survival probability up to time t which goes as c exp{−bN−2 t}, with c and b positive constants.
Item Type: | Article |
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Schools and Departments: | School of Mathematical and Physical Sciences > Mathematics |
Subjects: | Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics |
Depositing User: | Dimitrios Tsagkarogiannis |
Date Deposited: | 23 Jul 2015 11:45 |
Last Modified: | 03 Jul 2019 00:46 |
URI: | http://sro.sussex.ac.uk/id/eprint/55702 |
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Extinction time for a random walk in a random environment. (deposited 24 Jun 2014 06:40)
- Extinction time for a random walk in a random environment. (deposited 23 Jul 2015 11:45) [Currently Displayed]
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