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: | Den Hollander W.Th.F., Weiss G.H. |
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.