Frequently visited sets for random walks
We study the occupation measure of various sets for a symmetric transient random walk in Zd with finite variances. Let denote the occupation time of the set A up to time n. It is shown that tends to a finite limit as n-->[infinity]. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green function of X restricted to the set A. Some examples are discussed and the connection to similar results for Brownian motion is given.
Year of publication: |
2005
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Authors: | Csáki, Endre ; Földes, Antónia ; Révész, Pál ; Rosen, Jay ; Shi, Zhan |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 9, p. 1503-1517
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Publisher: |
Elsevier |
Keywords: | Random walk Occupation measure Strong theorems |
Saved in:
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