The circle homogeneously covered by random walk on 2

Let S0, S1,..., be a simple symmetric random walk of 2, S0=0, and [xi](x,n)=#{k:0<k[less-than-or-equals, slant]n, Sk=x} be the local time of the random walk. We prove that , where is the circle of radius r and R(n)=exp{(log n)1/2/(log log n)1/2+[var epsilon]}, [var epsilon]>0.

MoreLess

Year of publication:	1990
Authors:	Auer, Peter
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 5, p. 403-407
Publisher:	Elsevier
Keywords:	Simple symmetric random walk homogeneously covered circle

More details

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

Persistent link: https://www.econbiz.de/10005074659