Aproxima\c{c}\~ao do Equil\'ibrio e Tempos Exponenciais para o Passeio Aleat\'orio no Hipercubo

Autor: Peixoto, Cláudia
Rok vydání: 2018
Předmět:
Druh dokumentu: Working Paper
Popis: We study a random walk in a N dimensional hypercube and exhibit results about stopping times when N diverges. The first theorem discusses the time in which two coupling processes spend to meet. A corollary provides a majorant for the velocity of convergence to equilibrium. Other three theorems treat, respectively, the time of first return to a point, the time of first return to a fixed set and the time of first arrival in a random set. We prove that these times, under a suitable rescaling, converge in law to a mean one exponential random time.
Databáze: arXiv