On the law of the iterated logarithm for local times of recurrent random walks (Q4524746)
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scientific article; zbMATH DE number 1552490
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| English | On the law of the iterated logarithm for local times of recurrent random walks |
scientific article; zbMATH DE number 1552490 |
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25 March 2002
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local times
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random walk
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0.8723700642585754
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0.8698601722717285
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On the law of the iterated logarithm for local times of recurrent random walks (English)
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The local time \(L_n(x)\) of some integer-valued random walk \(S\) is the number of passages at level \(x\) accomplished by \(S\) before time \(n\). The author establishes the law of the iterated logarithm of \(L_n(x)\) and for \(L^*_n= \sup_yL_n(y)\) under very general conditions for recurrent random walks. The most precise results are proved when the random walk belongs to the domain of attraction of some stable law. For the entire collection see [Zbl 0948.00040].
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