Extinction time for a random walk in a random environment

@article{Masi2015ExtinctionTF,
  title={Extinction time for a random walk in a random environment},
  author={A. Masi and E. Presutti and D. Tsagkarogiannis and M. Vares},
  journal={Bernoulli},
  year={2015},
  volume={21},
  pages={1824-1843}
}
  • A. Masi, E. Presutti, +1 author M. Vares
  • Published 2015
  • Mathematics
  • Bernoulli
  • 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 turns 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… CONTINUE READING

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