Frequently visited sets for random walks

Endre Csáki, Antónia Földes, Pál Révész, Jay Rosen and Zhan Shi

Stochastic Processes and their Applications, 2005, vol. 115, issue 9, 1503-1517

Abstract: We study the occupation measure of various sets for a symmetric transient random walk in Zd with finite variances. Let denote the occupation time of the set A up to time n. It is shown that tends to a finite limit as n-->[infinity]. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green function of X restricted to the set A. Some examples are discussed and the connection to similar results for Brownian motion is given.

Keywords: Random; walk; Occupation; measure; Strong; theorems (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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