On the Behavior of Random Walk Around Heavy Points

Endre Csáki (), Antónia Földes () and Pál Révész ()
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Endre Csáki: Hungarian Academy of Sciences
Antónia Földes: College of Staten Island, CUNY
Pál Révész: Technische Universität Wien

Journal of Theoretical Probability, 2007, vol. 20, issue 4, 1041-1057

Abstract: Abstract Consider a symmetric aperiodic random walk in Z d , d≥3. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show that they converge to a deterministic limit as the number of steps tends to infinity.

Keywords: Random walk in d-dimension; Local time; Occupation time; Strong theorems (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0092-z

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