Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk

Michael J. Kozdron, Gregory F. Lawler

Electronic Journal of Probability · 2005 · 28 citations · 6 references

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Abstract

We prove an estimate for the probability that a simple random walk in a simply connected subset $A$ of $Z^2$ starting on the boundary exits $A$ at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.

References

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