Moments and distribution of the local time of a two-dimensional random walk

Jirí Cerný

Stochastic Processes and their Applications, 2007, vol. 117, issue 2, 262-270

Abstract: Let l(n,x) be the local time of a random walk on . We prove a strong law of large numbers for the quantity for all [alpha]>=0. We use this result to describe the distribution of the local time of a typical point in the range of the random walk.

Keywords: Local; time; Random; walk; Strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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