On the local time of random walk on the 2-dimensional comb

DOI10.1016/j.spa.2011.01.009zbMath1223.60025MaRDI QIDQ544520

Endre Csáki, Pál Révész, Miklós Csörgő, Antónia Földes

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.01.009

zbMATH Keywords

random walk; strong approximation; iterated Brownian motion; laws of the iterated logarithm; 2-dimensional comb; 2-dimensional Wiener process

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F17: Functional limit theorems; invariance principles

60J55: Local time and additive functionals

Related Items

We like to walk on the comb, On range and local time of many-dimensional submartingales

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On best possible approximations of local time
• Rates of convergence to Brownian local time
• How big are the increments of the local time of a Wiener process?
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
• Strong limit theorems for a simple random walk on the 2-dimensional comb
• Maximal increments of local time of a random walk
• On the infimum of the local time of a Wiener process
• Strong approximation of additive functionals
• Brownian excursions on combs
• 1/2-order fractional Fokker--Planck equation on comblike model
• No more than three favorite sites for simple random walk
• The fractional Fokker-Planck equation on comb-like model
• Iterated Brownian motion and stable \((1/4)\) subordinator
• Asymptotic behaviour of the simple random walk on the 2-dimensional comb
• A property of Brownian motion paths
• Sojourn times of diffusion processes
• A Hölder condition for Brownian local time
• Strassen theorems for a class of iterated processes
• The most visited site of Brownian motion and simple random walk
• Random walks on combs
• Random walks on the Comb model and its generalizations
• How big are the increments of the local time of a recurrent random walk?
• On the Iterated Logarithm Law for Local Time
• Strong invariance for local times
• A limit theorem related to a new class of self similar processes
• Uniform asymptotic estimates of transition probabilities on combs
• A strong law for the maximum cumulative sum of independent random variables
• Brownian local time