Moments and distribution of the local times of a transient random walk on Z^d

DOI10.1007/S10959-008-0168-4MaRDI QIDQ1028619zbMATH OpenOpenAlexFDO

Authors Mathias Becker, W. König

Publication date 6 July 2009

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.4408

zbMATH Keywords

local timerandom walk

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Abstract: Consider an arbitrary transient random walk on $$ with $dinN$. Pick $alphain[0,infty)$ and let $L_n(alpha)$ be the spatial sum of the $alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range, $L_n(1)=n+1$, and for integers $alpha$, $L_n(alpha)$ is the number of the $alpha$-fold self-intersections of the walk. We prove a strong law of large numbers for $L_n(alpha)$ as $noinfty$. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by v{C}ern'y cite{Ce07}. Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.

Review text

Let \(\{S_n, n\geq 1\}\) be a transient random walk in \(\mathbb Z^d\) which is genuinely \(d\)-dimensional and \[ l(n,x) = \sum_{i=0}^n {\mathbf 1}_{\{S_i =x\}}, \quad n\in{\mathbb N}, \, x\in\mathbb Z^d \] be its local time process. The authors prove a strong law of large numbers for \[ L_n(\alpha) = \sum_{x\in \mathbb Z^d} l(n,x)^\alpha, \quad n\to \infty. \] Furthermore, they show that the asymptotic law of the local time in a random site uniformly distributed over the range is geometric.

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Cites work

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Cited in

(17)

• Transient nearest neighbor random walk on the line
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\)
• Self-normalized moderate deviations for random walk in random scenery
• On range and local time of many-dimensional submartingales
• The quenched limiting distributions of a charged-polymer model
• On a zero-one law for the norm process of transient random walk
• Joint asymptotic behavior of local and occupation times of random walk in higher dimension
• Upper tails of self-intersection local times of random walks: survey of proof techniques
• Optimal bounds for the variance of self-intersection local times
• Local asymptotics for the time of first return to the origin of transient random walk
• Collision local time of transient random walks and intermediate phases in interacting stochastic systems
• Strong law of large numbers for a function of the local time of a transient random walk on a group
• Moments and distribution of the local time of a two-dimensional random walk
• Annealed lower tails for the energy of a charged polymer
• Shape transition under excess self-intersections for transient random walk
• On the local times of transient random walks

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