Joint statistics of random walk on Z^1 and accumulation of visits

Authors

Abstract: We obtain the joint distribution

P_{N} (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

p_{N^{'}} (X^{'})

, where

N^{'} = N - K

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.

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