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arXiv 2015-12-30 0 views

Long time behaviour of random walks on the integer lattice

Trojan, Bartosz

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We consider an irreducible finite range random walk on the d-dimensional integer lattice and study asymptotic behaviour of its transition function p(n; x). In particular, for simple random walk our asymptotic formula is valid as long as n (n - |x|₁)⁻² tends to zero.

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