The fast-embedding quadrant traversal-time asymptotic

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

τf:=inf⁡{t∈R+: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 α1≈−2.0888\alpha_1\approx -2.0888 be the constant appearing in Theorem above. Fast-embedding traversal-time conjecture. As n→∞n\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.

References

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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