On the Number of Turns in Reduced Random Lattice Paths
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Publication:5299574
Abstract: We consider the tree-reduced path of symmetric random walk on . It is interesting to ask about the number of turns in the reduced path after steps. This question arises from inverting signature for lattice paths. We show that, when is large, the mean and variance of have the same order as , while the second order terms are O(1). We then use these estimates to obtain limit theorems for . Similar results hold for any other finite patterns as well.
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- A central limit theorem for \(m\)-dependent random variables
- Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
- Uniqueness for the signature of a path of bounded variation and the reduced path group
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