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 language | English |
|---|---|
| Article number | 145 |
| Pages (from-to) | 1-39 |
| Number of pages | 39 |
| Journal | Electronic Journal of Probability |
| Volume | 25 |
| DOIs | |
| State | Published - 2020 |
Keywords
- Covering
- Monotonic paths
- Random walk
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty