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Extinction time for a random walk in a random environment
Published 2 Apr 2013 in math.PR | (1304.0622v3)
Abstract: We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random walk and in turn it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in $N$) for the survival probability up to time $t$ which goes as $c\exp{-bN{-2}t}$, with $c$ and $b$ positive constants.
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