A stable limit law for recurrence times of the simple random walk on the two-dimensional integer lattice

DOI10.1007/S10986-014-9245-9MaRDI QIDQ406619zbMATH OpenOpenAlexFDO

Authors Lothar Heinrich, Mirjam Appelt

Publication date 8 September 2014

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-014-9245-9

zbMATH Keywords

asymptotic expansioncharacteristic functionelliptic integral of first kindEsseen's inequalityEuler-Mascheroni constantfirst return timegeometric meansimple random walksquare lattice

Mathematics Subject Classification ID

Elliptic integrals as hypergeometric functions (33C75) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• The multiple range of two-dimensional recurrent walk
• On the local time of a recurrent random walk on \(\mathbb{Z}^2\)
• Functional laws of the iterated logarithm for local times of recurrent random walks on \(\mathbb{Z}^2\)
• scientific article; zbMATH DE number 1524287
• Moments and distribution of the local time of a two-dimensional random walk

Cites work

• An asymptotic expansion in the case of a stable approximation law
• scientific article; zbMATH DE number 3828921 (Why is no real title available?)
• scientific article; zbMATH DE number 3721268 (Why is no real title available?)
• scientific article; zbMATH DE number 3522920 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 2018401 (Why is no real title available?)
• scientific article; zbMATH DE number 204994 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3338114 (Why is no real title available?)
• scientific article; zbMATH DE number 3342541 (Why is no real title available?)
• LIMIT DISTRIBUTIONS OF SOME STEREOLOGICAL ESTIMATORS IN WICKSELL'S CORPUSCLE PROBLEM
• Numerical calculation of stable densities and distribution functions
• Random walk in random and non-random environments
• Rates of Convergence in Stable Limit Theorems for Sums of Exponentially Ψ-mixing Random Variables with an Application to Metric Theory of Continued Fractions
• Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law
• Some problems concerning the structure of random walk paths
• Textbook of analysis. Part 1

Cited in

(11)

• Strong limit theorems for a simple random walk on the 2-dimensional comb
• On the average of a random walk
• On the return to equilibrium
• Recurrence rates and hitting-time distributions for random walks on the line
• Long time behavior of random walks on the integer lattice
• The transient behaviour of the simple random walk in the plane
• Recurrence of Simple Random Walk in the Plane
• scientific article; zbMATH DE number 1524287 (Why is no real title available?)
• Quantitative recurrence results for random walks
• On the local time of a recurrent random walk on \(\mathbb{Z}^2\)
• scientific article; zbMATH DE number 972625 (Why is no real title available?)

This page was built for publication: A stable limit law for recurrence times of the simple random walk on the two-dimensional integer lattice

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q406619)