A strong invariance principle for the local time difference of a simple symmetric planar random walk

被引：0

作者：

Csaki, E

Foldes, A

Revesz, P

机构：

[1] MTA Matematika Kutatointezete, H-1364 Budapest, Hungary

[2] CUNY, Dept Math, Staten Isl, NY 10314 USA

[3] Vienna Tech Univ, Inst Stat & Wahrscheinlichkeitstheorie, A-1040 Vienna, Austria

来源：

STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA | 1998年 / 34卷 / 1-3期

关键词：

planar random walk; local time; invariance principle;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let xi(a, n) be the local time at a of the simple symmetric random walk on the plane. Our main result says, that, the difference xi(a, n) - xi(0, n) can be strongly approximated by sigma(a)W(xi((1)) (0, n)) where xi(0, n) and xi((1))(0, n) have the same distribution and the latter is independent from W((.)).

引用

页码：25 / 39

页数：15

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