Logarithmic scaling of planar random walk's local times

DOI10.1556/012.2017.54.2.1360zbMATH Open1399.60128arXiv1603.07587OpenAlexW2963496442MaRDI QIDQ3133253FDOQ3133253

Authors: Péter Nándori, Zeyu Shen 

Publication date: 13 February 2018

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Abstract: We prove that the local time process of a planar simple random walk, when time is scaled logarithmically, converges to a non-degenerate pure jump process. The convergence takes place in the Skorokhod space with respect to the $M1$ topology and fails to hold in the $J1$ topology.

Full work available at URL: https://arxiv.org/abs/1603.07587

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zbMATH Keywords

random walklocal timefunctional limit theoremSkorokhod space

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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