Some limit properties of local time for random walk

DOI10.1007/S11766-996-0027-YMaRDI QIDQ2369378zbMATH OpenOpenAlexFDO

Authors Yunliang Yan, Jiwei Wen

Publication date 9 May 2006

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-996-0027-y

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15)

Review text

Consider a random walk starting from the origin. Via strong approximation of its local time and Brownian motion the authors prove some loglog type limit results for the maximum of the local time and its (spatial) maximum.

Recommendations

• scientific article; zbMATH DE number 863585
• scientific article; zbMATH DE number 4188930
• On strong invariance for local time of partial sums
• scientific article; zbMATH DE number 4011602
• On the distribution of random walk local time

Cites work

• An iterated logarithm law for local time
• How small are the increments of the local time of a Wiener process?
• scientific article; zbMATH DE number 1829311 (Why is no real title available?)
• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• Precise asymptotics in laws of the iterated logarithm for Wiener local time.
• Precise asymptotics in the law of the iterated logarithm.
• Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
• The Darling-Erdős theorem for sums of i.i.d. random variables
• The law of the iterated logarithm for identically distributed random variables

Cited in

(11)

• Limit theorems for local and occupation times of random walks and Brownian motion on a spider
• Maximum and minimum of local times for two-dimensional random walk
• Maximal local time of a \(d\)-dimensional simple random walk on subsets
• On the range, local times and periodicity of random walk on an interval
• Logarithmic scaling of planar random walk's local times
• scientific article; zbMATH DE number 3917394 (Why is no real title available?)
• scientific article; zbMATH DE number 4011602 (Why is no real title available?)
• Scaling limit in local time of near-critical nearest random walk
• scientific article; zbMATH DE number 863585 (Why is no real title available?)
• scientific article; zbMATH DE number 4188930 (Why is no real title available?)
• Asymptotic properties for Cauchy's principal values of Brownian and random walk local time

This page was built for publication: Some limit properties of local time for random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2369378)