Stability and instability of local time of random walk in random environment

In this paper we study ratios of local times of a random walk in random environment. Strong and weak limit theorems are obtained.

Year of publication:	1987
Authors:	Csörgo, Miklós ; Horváth, Lajos ; Révész, Pál
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 25.1987, p. 185-202
Publisher:	Elsevier
Keywords:	random walk random environment local time Wiener process laws of iterated logarithm

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875573