Scaling limit of the local time of the reflected (1,2)-random walk

Hui Yang

Statistics & Probability Letters, 2019, vol. 155, issue C, -

Abstract: We study the (1,2)-random walk, which is a random walk on the integers that jumps down by at most one and jumps up by at most 2. In this paper, we will prove that the local time of the reflected (1,2)-random walk converges by scaling to that of the reflected Brownian motion. Our method is based on the intrinsic multiple branching structure within the (1,2)-random walk.

Keywords: Random walk; Multi-type branching process; Local time; Brownian motion (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521930224X
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:stapro:v:155:y:2019:i:c:12

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2019.108578

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().