Strong Approximation of the Anisotropic Random Walk Revisited

Endre Csáki () and Antónia Földes ()
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Endre Csáki: Alfréd Rényi Institute of Mathematics
Antónia Földes: CUNY

Journal of Theoretical Probability, 2022, vol. 35, issue 4, 2879-2895

Abstract: Abstract We study the path behavior of the anisotropic random walk on the two-dimensional lattice $$\mathbb {Z}^2$$ Z 2 . Simultaneous strong approximation of its components are given.

Keywords: Anisotropic random walk; Strong approximation; Two-dimensional Wiener process; Local time; Laws of the iterated logarithm; Primary 60F17; 60G50; 60J65; Secondary 60F15; 60J10 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10959-021-01142-0

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