Article ID: | iaor1988824 |
Country: | Israel |
Volume: | 25 |
Issue: | 1 |
Start Page Number: | 58 |
End Page Number: | 69 |
Publication Date: | Mar 1988 |
Journal: | Journal of Applied Probability |
Authors: | Downham D.Y., Fotopoulos S.B. |
For the simple two-dimensional random walk on the vertices of a rectangular lattice, the asymptotic forms of several properties are well known, but their forms can be insufficiently accurate to describe the transient process. Inequalities with the correct asymptotic form are derived for six such properties. The rates of approach to the asymptotic form are derived. The accuracy of the bounds and some practical implications of the results are discussed.