The fast-embedding quadrant traversal-time asymptotic

Let (A(t),B(t))(A(t),B(t)) be the fast continuous-time embedding of the simple harmonic urn, let

τf:=inf{tR+:A(t)=0},\tau_f:=\inf\{t\in\mathbb{R}_+:A(t)=0\},

and write En\mathbb{E}_n for expectation conditional on A(0)=nA(0)=n and B(0)=0B(0)=0. Let α12.0888\alpha_1\approx -2.0888 be the constant appearing in Theorem above. Fast-embedding traversal-time conjecture. As nn\to\infty,

En[τf]=π/2+O(eα1nn).\mathbb{E}_n[\tau_f]=\pi/2+O\left(\frac{\mathrm{e}^{\alpha_1 n}}{\sqrt{n}}\right).

This asymptotic was motivated by numerical calculations and predicts that the expected time to traverse a quadrant approaches π/2\pi/2 with exponentially small error. The supplied text gives no resolution, so the conjecture remains open.

Sources & referencesView supporting material

Primary source

Edward Crane, Nicholas Georgiou, Stanislav Volkov, Andrew R. Wade and Robert J. Waters, “The simple harmonic urn”, arXiv:0911.0321 (2012).

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