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2012 | OriginalPaper | Buchkapitel

Survival Probability of a Random Walk Among a Poisson System of Moving Traps

verfasst von : Alexander Drewitz, Jürgen Gärtner, Alejandro F. Ramírez, Rongfeng Sun

Erschienen in: Probability in Complex Physical Systems

Verlag: Springer Berlin Heidelberg

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Abstract

We review some old and prove some new results on the survival probability of a random walk among a Poisson system of moving traps on \({\mathbb{Z}}^{d}\), which can also be interpreted as the solution of a parabolic Anderson model with a random time-dependent potential. We show that the annealed survival probability decays asymptotically as e\({}^{-{\lambda }_{1}\sqrt{t}}\) for d = 1, as e\({}^{-{\lambda }_{2}t/\log t}\) for d = 2, and as e\({}^{-{\lambda }_{d}t}\) for d ≥ 3, where λ1 and λ2 can be identified explicitly. In addition, we show that the quenched survival probability decays asymptotically as e\({}^{-\tilde{{\lambda }}_{d}t}\), with \(\tilde{{\lambda }}_{d} > 0\) for all d ≥ 1. A key ingredient in bounding the annealed survival probability is what is known in the physics literature as the Pascal principle, which asserts that the annealed survival probability is maximized if the random walk stays at a fixed position. A corollary of independent interest is that the expected cardinality of the range of a continuous time symmetric random walk increases under perturbation by a deterministic path.

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Fußnoten
1
Note that this is where the proof fails for the γ < 0 case.
 
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Metadaten
Titel
Survival Probability of a Random Walk Among a Poisson System of Moving Traps
verfasst von
Alexander Drewitz
Jürgen Gärtner
Alejandro F. Ramírez
Rongfeng Sun
Copyright-Jahr
2012
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-23811-6_6