On the range of a constrained random walk

On the range of a constrained random walk

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Article ID: iaor1988833
Country: Israel
Volume: 25
Issue: 3
Start Page Number: 451
End Page Number: 463
Publication Date: Sep 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

The authors study statistical properties of the range (¸= number of distinct sites visited) of a lattice random walk in discrete time constrained to visit a given site at a given time. In particular, they calculate the mean and obtain a bound on the variance of the range in the large time limit. The results are applied to a problem involving an unconstrained random walk in the presence of randomly distributed traps. A key role is played by the associated random walk that is obtained from the original random walk via a Cramér transform.

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