Asymptotics of the Moment Generating Function for the Range of Random Walks

Yuji Hamana ()
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Yuji Hamana: Kyushu University

Journal of Theoretical Probability, 2001, vol. 14, issue 1, 189-197

Abstract: Abstract The range of random walks means the number of distinct sites visited at least once by the random walk before time n. We are interested in the free energy function of the range of simple symmetric random walks and determine the asymptotic behavior near the origin.

Keywords: free energy function; moment generating function; range of random walks; simple random walk (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1007829300654

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