On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$ Z 2

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

Journal of Theoretical Probability, 2024, vol. 37, issue 2, 1654-1673

Abstract: Abstract We study the local time of the anisotropic random walk on the two-dimensional lattice $$\mathbb {Z}^2$$ Z 2 , by establishing the exact asymptotic behavior of the N-step return probability to the origin.

Keywords: Anisotropic random walk; Strong approximation; 2-dimensional Wiener process; Local time; Primary 60J65; Secondary 60G50 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10959-023-01297-y

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