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Poissonization-based collision threshold derivation for random walks on lattices

Published 5 May 2025 in math.PR | (2505.02973v1)

Abstract: In this expository note, we give a short derivation of the expected number of collisions between two independent simple random walkers on integer lattices. Adapting a Poissonization technique introduced by Lange, we express the collision probability as the return probability of the continuous-time difference walk, given by a modified Bessel function. Analyzing its asymptotic decay yields a clean, self-contained proof that the expected number of collisions in Z<sup>d\mathbb{Z}<sup>d is finite if and only if d≥3d\geq3. We also provide a general formula for the asymptotic number of collisions.

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