[Marches aléatoires dans un milieu hétérogène, temps de survie dans un quadrant]
Nous obtenons une estimation gaussienne supérieure des probabilités de transition d'une marche aléatoire hétérogène dans le quadrant positif. Les ingrédients essentiels de notre preuve sont des arguments de comparaison basés sur des variantes discrètes du principe de Harnack et des estimations du type grandes déviations.
We obtain upper Gaussian estimates of transition probabilities of inhomogeneous random walks on the positive quadrant. Among the most important steps in our proof are comparison arguments based on discrete variants of the Harnack principle and large deviations estimates.
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@article{CRMATH_2014__352_10_797_0,
author = {Ben Salem, N\'ejib and Mustapha, Sami and Sifi, Mohamed},
title = {Survival time of a heterogeneous random walk in a quadrant},
journal = {Comptes Rendus. Math\'ematique},
pages = {797--801},
publisher = {Elsevier},
volume = {352},
number = {10},
year = {2014},
doi = {10.1016/j.crma.2014.08.016},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2014.08.016/}
}
TY - JOUR AU - Ben Salem, Néjib AU - Mustapha, Sami AU - Sifi, Mohamed TI - Survival time of a heterogeneous random walk in a quadrant JO - Comptes Rendus. Mathématique PY - 2014 SP - 797 EP - 801 VL - 352 IS - 10 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2014.08.016/ DO - 10.1016/j.crma.2014.08.016 LA - en ID - CRMATH_2014__352_10_797_0 ER -
%0 Journal Article %A Ben Salem, Néjib %A Mustapha, Sami %A Sifi, Mohamed %T Survival time of a heterogeneous random walk in a quadrant %J Comptes Rendus. Mathématique %D 2014 %P 797-801 %V 352 %N 10 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2014.08.016/ %R 10.1016/j.crma.2014.08.016 %G en %F CRMATH_2014__352_10_797_0
Ben Salem, Néjib; Mustapha, Sami; Sifi, Mohamed. Survival time of a heterogeneous random walk in a quadrant. Comptes Rendus. Mathématique, Tome 352 (2014) no. 10, pp. 797-801. doi : 10.1016/j.crma.2014.08.016. http://www.numdam.org/articles/10.1016/j.crma.2014.08.016/
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