The variance of the single point range of two dimensional recurrent random walk (Q1803572)
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English | The variance of the single point range of two dimensional recurrent random walk |
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The variance of the single point range of two dimensional recurrent random walk (English)
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29 June 1993
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We study the asymptotic behavior of the variance of the single point range of random walks in 2-dimensional integer lattice. The single point range means the distinct sites entered once and only once by the random walk in the first \(n\) steps. When the random walk is strongly aperiodic with mean 0 and finite variance, the variance of the single point range is asymptotically equal to \(Ln^ 2(\log n)^{-6}\) for some positive constant \(L\).
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random walks
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integer lattice
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strongly aperiodic
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single point range
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