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arxiv: 1304.0622 · v3 · pith:VEBXHP2Mnew · submitted 2013-04-02 · 🧮 math.PR

Extinction time for a random walk in a random environment

classification 🧮 math.PR
keywords randomwalkenvironmenttimeaffectsboundconsiderconstants
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We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random walk and in turn it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in $N$) for the survival probability up to time $t$ which goes as $c\exp\{-bN^{-2}t\}$, with $c$ and $b$ positive constants.

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