Laws of the iterated logarithm for the range of random walks in two and three dimensions (Q1872297)
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English | Laws of the iterated logarithm for the range of random walks in two and three dimensions |
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Laws of the iterated logarithm for the range of random walks in two and three dimensions (English)
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6 May 2003
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Let \((S_n)\) be a random walk in \(Z^d\), i.e. the sum of i.i.d. centered random variables \(X_i\) taking values in \(Z^d\). Let \(R_n\) be the range of the random walk, i.e. \(R_n\) is the number of distinct sites visited by \(S_0, S_1, \dots ,S_n\). For \(d=3\), under an additional assumption on the moments of \(X_1\), the authors prove an almost sure invariance principle for \(R_n\). As a corollary, they obtain laws of the iterated logarithm. For \(d=2\), assuming that the two coordinates of \(X_1\) are independent and bounded, they prove a law of the iterated logarithm for the range \(R_n\).
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range of random walk
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law of the iterated logarithm
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almost sure invariance principle
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intersection local time
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