An almost sure invariance principle for renormalized intersection local times (Q1767551)
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English | An almost sure invariance principle for renormalized intersection local times |
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An almost sure invariance principle for renormalized intersection local times (English)
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8 March 2005
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The authors prove the following main theorem: Let \(X_n= \xi_1+\cdots+ \xi_n\) be a random walk in \(\mathbb{Z}^2\), where the \(\xi_i\) are i.i.d. random variables, with mean zero, covariance matrix \(I_2\), and with finite \((2+\delta)\)th moments for some \(\delta> 0\). Assume moreover that the random walk is symmetric and strictly aperiodic. Then, after possibly enlargening the original probability space, one can construct a planar Brownian motion \((W_t)_{t\geq 0}\) such that for each \(k\geq 2\) \[ |\overline\beta_k(n,0)- \overline\gamma_k(1,0,n)|= o(n^{-\eta})\text{ almost surely}, \] for some \(\eta> 0\). Here \(\overline\beta_k(n,0)\) and \(\overline\gamma_k(1,0,n)\) denote the renormalized self-intersection local times of the random walk and of the Brownian motion, respectively.
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strong invariance principle
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random walk
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planar Brownian motion
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