Moments and distribution of the local time of a two-dimensional random walk

被引:15
作者
Cerny, Jiri [1 ]
机构
[1] Ecole Polytech Fed Lausanne, CH-1015 Lausanne, Switzerland
关键词
local time; random walk; strong law of large numbers;
D O I
10.1016/j.spa.2006.08.003
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let l (n, x) be the local time of a random walk on Z(2). We prove a strong law of large numbers for the quantity L-n (alpha) = Sigma(x is an element of Z2) l(n, x)(alpha) for all alpha >= 0. We use this result to describe the distribution of the local time of a typical point in the range of the random walk. (C) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码:262 / 270
页数:9
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