An almost sure invariance principle for the range of random walks
Yuji Hamana
Stochastic Processes and their Applications, 1998, vol. 78, issue 2, 131-143
Abstract:
The range of random walks means the number of distinct sites visited at least once by the random walk before time n. We study an almost sure invariance principle for the range of random walks on the four or more dimensional integer lattice and obtain that the centralized and linearly interpolated range of the random walk can be asymptotically equal to a Brownian motion almost surely.
Keywords: Almost; sure; invariance; principle; Range; of; random; walks; Skorohod's; representation; theorem (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00053-2
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:78:y:1998:i:2:p:131-143
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().