Comptes Rendus
no. 10
Potential theory/Probability theory
Survival time of a heterogeneous random walk in a quadrant
[Marches aléatoires dans un milieu hétérogène, temps de survie dans un quadrant]

Présenté par : the Editorial Board

Néjib Ben Salem1 ; Sami Mustapha2 ; Mohamed Sifi1
1 Université de Tunis El Manar, Faculté des Sciences de Tunis, LR11ES11 Laboratoire d'analyse mathématiques et applications, 2092 Tunis, Tunisia
2 Centre de mathématiques de Jussieu, Université Pierre-et-Marie-Curie (Paris-6), tour 46, 5
Comptes Rendus. Mathématique, Volume 352 (2014) no. 10, pp. 797-801.

Nous obtenons une estimation gaussienne supérieure des probabilités de transition d'une marche aléatoire hétérogène dans le quadrant positif. Les ingrédients essentiels de notre preuve sont des arguments de comparaison basés sur des variantes discrètes du principe de Harnack et des estimations du type grandes déviations.

We obtain upper Gaussian estimates of transition probabilities of inhomogeneous random walks on the positive quadrant. Among the most important steps in our proof are comparison arguments based on discrete variants of the Harnack principle and large deviations estimates.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2014.08.016

Néjib Ben Salem 1 ; Sami Mustapha 2 ; Mohamed Sifi 1

1 Université de Tunis El Manar, Faculté des Sciences de Tunis, LR11ES11 Laboratoire d'analyse mathématiques et applications, 2092 Tunis, Tunisia
2 Centre de mathématiques de Jussieu, Université Pierre-et-Marie-Curie (Paris-6), tour 46, 5 
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Néjib Ben Salem; Sami Mustapha; Mohamed Sifi. Survival time of a heterogeneous random walk in a quadrant. Comptes Rendus. Mathématique, Volume 352 (2014) no. 10, pp. 797-801. doi : 10.1016/j.crma.2014.08.016. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2014.08.016/

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