The variance of the single point range of two dimensional recurrent random walk

DOI10.3792/PJAA.68.195MaRDI QIDQ1803572zbMATH OpenOpenAlexFDO

Authors Yuji Hamana

Publication date 29 June 1993

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.68.195

zbMATH Keywords

integer latticerandom walkssingle point rangestrongly aperiodic

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Review text

We study the asymptotic behavior of the variance of the single point range of random walks in 2-dimensional integer lattice. The single point range means the distinct sites entered once and only once by the random walk in the first \(n\) steps. When the random walk is strongly aperiodic with mean 0 and finite variance, the variance of the single point range is asymptotically equal to \(Ln^ 2(\log n)^{-6}\) for some positive constant \(L\).

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Cites work

• scientific article; zbMATH DE number 98470 (Why is no real title available?)
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• Propriétés d'intersection des marches aléatoires. II: Étude des cas critiques. (Properties of intersection of random walks. II: Study of the critical case)
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Cited in

(6)

• Variance of the range of a random walk
• The multiple range of two-dimensional recurrent walk
• The law of the iterated logarithm for the single point range of random walk
• The fluctuation result for the multiple point range of two dimensional recurrent random walks
• The limit theorems for the single point range of strongly transient random walks
• scientific article; zbMATH DE number 890872 (Why is no real title available?)

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