Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider

Endre Csáki (), Miklós Csörgő (), Antónia Földes () and Pál Révész ()
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Endre Csáki: Hungarian Academy of Sciences
Miklós Csörgő: Carleton University
Antónia Földes: CUNY
Pál Révész: Technische Universität Wien

Journal of Theoretical Probability, 2019, vol. 32, issue 1, 330-352

Abstract: Abstract A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs, we establish limit theorems for n-step local and occupation times.

Keywords: Spider; Random walk; Local time; Occupation time; Brownian motion; Primary 60F05; 60F15; 60G50; Secondary 60J65; 60J10 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10959-017-0788-7

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