An almost sure invariance principle for the range of planar random walks

被引:10
作者
Bass, RF [1 ]
Rosen, J
机构
[1] Univ Connecticut, Dept Math, Storrs, CT 06269 USA
[2] CUNY Coll Staten Isl, Staten Isl, NY 10314 USA
关键词
range; random walks; invariance principle; intersection local time; Wiener sausage; Brownian motion;
D O I
10.1214/009117905000000215
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a symmetric random walk in Z(2) with 2 + delta moments, we represent vertical bar R(n)vertical bar, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for each k >= 1 [Graphics] where Wt is a Brownian motion, W(t)((n)) = Wnt/root n, gamma j,n is the renormalized intersection local time at time 1 for W((n)) and c(X) is a constant depending on the distribution of the random walk.
引用
收藏
页码:1856 / 1885
页数:30
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