Passage time of a random walk in the quarter plane for opinions in the voter model

Irina Kourkova 1 Kilian Raschel 2, *
* Auteur correspondant
1 Modélisation stochastique
LPMA - Laboratoire de Probabilités et Modèles Aléatoires
Abstract : A random walk in $Z_+^2$ spatially homogeneous in the interior, absorbed at the axes, starting from an arbitrary point $(i_0,j_0)$ and with step probabilities drawn on Figure 1 is considered. The trivariate generating function of probabilities that the random walk hits a given point $(i,j)\in Z_+^2$ at a given time $k\geq 0$ is made explicit. Probabilities of absorption at a given time $k$ and at a given axis are found, and their precise asymptotic is derived as the time $k\to\infty$. The equivalence of two typical ways of conditioning this random walk to never reach the axes is established. The results are also applied to the analysis of the voter model with two candidates and initially, in the population $Z$, four connected blocks of same opinions. Then, a citizen changes his mind at a rate proportional to the number of its neighbors that disagree with him. Namely, the passage from four to two blocks of opinions is studied.
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Article dans une revue
Queueing Systems, Springer Verlag, 2013, 74 (2-3), pp.219-234. <10.1007/s11134-012-9333-7>
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https://hal.archives-ouvertes.fr/hal-00384187
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Dernière modification le : jeudi 27 avril 2017 - 09:45:48
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Irina Kourkova, Kilian Raschel. Passage time of a random walk in the quarter plane for opinions in the voter model. Queueing Systems, Springer Verlag, 2013, 74 (2-3), pp.219-234. <10.1007/s11134-012-9333-7>. <hal-00384187v4>

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