Title of article :
Moments and distribution of the local time of a two-dimensional random walk
Author/Authors :
?ern?، نويسنده , , Ji??، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
9
From page :
262
To page :
270
Abstract :
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 ( α ) = ∑ x ∈ Z 2 ℓ ( n , x ) α for all α ≥ 0 . We use this result to describe the distribution of the local time of a typical point in the range of the random walk.
Keywords :
Local time , strong law of large numbers , random walk
Journal title :
Stochastic Processes and their Applications
Serial Year :
2007
Journal title :
Stochastic Processes and their Applications
Record number :
1577861
Link To Document :
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