An extension of a result of Burdzy and Lawler

DOI10.1007/BF01199790MaRDI QIDQ2277668zbMATH OpenFDO

Authors Thomas Mountford, Michael Craig Cranston

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01199790

zbMATH Keywords

critical nonintersection exponentslocal time of intersectionrandom walks

Mathematics Subject Classification ID

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

Review text

It is shown that for all mean zero, finite variance random walks, the critical nonintersection exponents are equal to those for a Brownian motion. The method uses the local time of intersection.

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Cites work

• A decomposition of Bessel Bridges
• scientific article; zbMATH DE number 4088665 (Why is no real title available?)
• scientific article; zbMATH DE number 44933 (Why is no real title available?)
• On the critical exponent for random walk intersections
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• Self-intersection gauge for random walks and for Brownian motion

Cited in

(8)

• The disconnection exponent for simple random walk
• Bougerol's identity in law and extensions
• The scaling limit of loop-erased random walk in three dimensions
• scientific article; zbMATH DE number 4040368 (Why is no real title available?)
• scientific article; zbMATH DE number 4088665 (Why is no real title available?)
• Values of Brownian intersection exponents. I: Half-plane exponents
• Values of Brownian intersection exponents. II: Plane exponents
• On the critical exponent for random walk intersections

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