Large favourite sites of simple random walk and the Wiener process

MaRDI QIDQ1269719zbMATHFDO

Authors Endre Csáki, Zhan Shi

Publication date 29 October 1998

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

Full work available at URL https://eudml.org/doc/119692

zbMATH Keywords

local time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Local time and additive functionals (60J55)

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Cited in

(6)

• Three favorite sites occurs infinitely often for one-dimensional simple random walk
• Favourite sites, favourite values and jump sizes for random walk and Brownian motion
• The escape rate of favorite sites of simple random walk and Brownian motion.
• Hitting times for random walks with restarts
• Favourite sites of simple random walk
• No more than three favorite sites for simple random walk

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