Large favourite sites of simple random walk and the Wiener process

zbMATH Open0908.60070MaRDI QIDQ1269719FDOQ1269719

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

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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)

Cited In (6)

• Favourite sites of simple random walk
• The escape rate of favorite sites of simple random walk and Brownian motion.
• No more than three favorite sites for simple random walk
• Hitting times for random walks with restarts
• 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

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