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 of the location 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 . This distribution has a simple form in terms of the one variable distribution , where and is a function of , and . The marginal distribution of and are obtained, as well as their diffusion scaling limits.
Full work available at URL: https://arxiv.org/abs/1605.00001
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