On the survival probability of a random walk in random environment with killing

Research output: Contribution to journalArticlepeer-review

Abstract

We consider one dimensional random walks in random environment where every time the process stays at a location, it dies with a fixed probability. Under some mild assumptions it is easy to show that the survival probability goes to zero as time tends to infinity. In this paper we derive formulas for the rate with which this probability decays. It turns out that there are three distinct regimes, depending on the law of the environment.

Original languageEnglish
Pages (from-to)823-844
Number of pages22
JournalAlea
Volume11
Issue number1
Publication statusPublished - 2014
Externally publishedYes

Keywords

  • Random walk in random environment
  • Survival

ASJC Scopus subject areas

  • Statistics and Probability

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