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Michael Carlisle

Publications and source records attributed to Michael Carlisle.

4 recordsLinked to original sources

On the Escape of a Random Walk From Two Pieces of a Tripartite Set

Let $\{A, B, C\}$ be a partition of a sample space $Ω$. For a random walk $S_n = x + \sum_{j=1}^n X_j$ starting at $x \in A$, we find estimates for the Green's function $G_{A \cup B}(x,y)$ and the hitting time $E^x(T_C)$ for $x, y \in A \cup B$, with interest in the case where $C$ "separates" $A$ and $B$ in a sense (e.g. the probability of jumping from $A$ to $B$, or vice versa, before hitting $C$, is small).

math.PR

Late Points and Cover Times of Projections of Planar Symmetric Random Walks on the Lattice Torus

We examine the sets of late points of a symmetric random walk on $Z^2$ projected onto the torus $Z^2_K$, culminating in a limit theorem for the cover time of the toral random walk. This extends the work done for the simple random walk in Dembo, et al. (2006) to a large class of random walks projected onto the lattice torus. The approach uses comparisons between planar and toral hitting times and distributions on annuli, and uses only random walk methods.

math.PR

On Escaping, Entering, and Visiting Discs of Projections of Planar Symmetric Random Walks on the Lattice Torus

We examine escape and entrance times, Green's functions, local times, and hitting distributions of discs and annuli of a symmetric random walk on $\Z^2$ projected onto the periodic lattice $\Z^2_K$. This extends a framework for the simple planar random walk in Dembo, et al. (2006) to the large class of planar random walks in Bass, Rosen (2007). The approach uses comparisons between $\Z^2$ and $\Z^2_K$ hitting times and distributions on annuli, and uses only random walk methods.

math.PR