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The transient behaviour of the simple random walk in the plane
Published online by Cambridge University Press: 14 July 2016
Abstract
For the simple two-dimensional random walk on the vertices of a rectangular lattice, the asymptotic forms of several properties are well known, but their forms can be insufficiently accurate to describe the transient process. Inequalities with the correct asymptotic form are derived for six such properties. The rates of approach to the asymptotic form are derived. The accuracy of the bounds and some practical implications of the results are discussed.
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- Copyright © Applied Probability Trust 1988
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