On covering monotonic paths with simple random walk

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Abstract

In this paper we study the probability that a d dimensional simple random walk (or the first L steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an L1 ball. We show that among all such paths, the one that maximizes the covering probability is the monotonic increasing one that stays within distance 1 from the diagonal. As a result, we can obtain an exponential upper bound on the decaying rate of covering probability of any such path when d ≥ 4. The main tool is a general combinatorial inequality, that is interesting in its own right.

Original languageEnglish
Article number145
Pages (from-to)1-39
Number of pages39
JournalElectronic Journal of Probability
Volume25
DOIs
StatePublished - 2020

Keywords

  • Covering
  • Monotonic paths
  • Random walk

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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