On the range, local times and periodicity of random walk on an interval

MaRDI QIDQ2863702zbMATH OpenFDO

Authors Sunder Sethuraman, Bálint Tóth, Siva R. Athreya

Publication date 3 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.3999, http://alea.impa.br/articles/v8/08-15.pdf

zbMATH Keywords

random walklocal timesperiodicityrange

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)

Abstract: The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

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Cited in

(7)

• Escape of a uniform random walk from an interval
• On the local times of transient random walks
• Remarks on the range and multiple range of a random walk up to the time of exit
• The ruin problem and cover times of asymmetric random walks and Brownian motions
• Moments of escape times of random walk
• On the local time of the asymmetric Bernoulli walk
• On the distribution of the range of an asymmetric random walk

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