Joint Statistics of Random Walk on {Z^1} and Accumulation of Visits

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Publication:5369331

DOI10.1137/S0040585X97T988307zbMATH Open1383.60039arXiv1605.00001OpenAlexW2964224388MaRDI QIDQ5369331FDOQ5369331

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Publication date: 16 October 2017

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Abstract: We obtain the joint distribution PN(X,K|Z) of the location X of a one-dimensional symmetric next neighbor random walk on the integer lattice, and the number of times the walk has visited a specified site Z. This distribution has a simple form in terms of the one variable distribution pN(X), where N=NK and X is a function of X,K, and Z. The marginal distribution of X and K are obtained, as well as their diffusion scaling limits.


Full work available at URL: https://arxiv.org/abs/1605.00001





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