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On the critical exponent for random walk intersections. (English) Zbl 0714.60057

Summary: The exponent \(\zeta_ d\) for the probability of nonintersection of two random walks starting at the same point is considered. It is proved that \(1/2<\zeta_ 2\leq 3/4\). Monte Carlo simulations are done to suggest \(\zeta_ 2=0.61..\). and \(\zeta_ 3\approx 0.29\).

MSC:

60G50 Sums of independent random variables; random walks
65C05 Monte Carlo methods
Full Text: DOI

References:

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