Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
Michael J. Kozdron, University of Regina, Canada
Gregory F. Lawler, Cornell University, USA
Abstract
We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z2 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.
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