Notes on a certain local time and excursions of simple symmetric random walks

DOI10.3792/PJAA.99.010MaRDI QIDQ6165003zbMATH OpenOpenAlexFDO

Authors Takahiko Fujita, Naohiro Yoshida

Publication date 28 July 2023

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.99.010

zbMATH Keywords

arc-sine lawexcursionlocal timeLévy's theoremmarked excursionsimple symmetric random walk

Mathematics Subject Classification ID

Sample path properties (60G17) Sums of independent random variables; random walks (60G50)

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Cites work

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Cited in

(3)

• A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
• An introduction to excursion risk through discrete-time excursions
• On excursions associated with a certain local time of simple symmetric random walks, with applications

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