On the local time of random walk on the 2-dimensional comb
We study the path behaviour of general random walks, and that of their local times, on the 2-dimensional comb lattice that is obtained from by removing all horizontal edges off the x-axis. We prove strong approximation results for such random walks and also for their local times. Concentrating mainly on the latter, we establish strong and weak limit theorems, including Strassen-type laws of the iterated logarithm, Hirsch-type laws, and weak convergence results in terms of functional convergence in distribution.
Year of publication: |
2011
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Authors: | Csáki, Endre ; Csörgo, Miklós ; Földes, Antónia ; Révész, Pál |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 6, p. 1290-1314
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Publisher: |
Elsevier |
Keywords: | Random walk 2-dimensional comb Strong approximation 2-dimensional Wiener process Local time Laws of the iterated logarithm Iterated Brownian motion |
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