An almost sure invariance principle for renormalized intersection local times (Q1767551)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An almost sure invariance principle for renormalized intersection local times
scientific article

    Statements

    An almost sure invariance principle for renormalized intersection local times (English)
    0 references
    0 references
    0 references
    8 March 2005
    0 references
    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.
    0 references
    strong invariance principle
    0 references
    random walk
    0 references
    planar Brownian motion
    0 references

    Identifiers