Zeros of a two-parameter random walk

MaRDI QIDQ3081670zbMATH OpenFDO

Authors Pál Révész, D. Khoshnevisan

Publication date 9 March 2011

Full work available at URL https://arxiv.org/abs/0907.0487

zbMATH Keywords

two-parameter simple random walkzero crossings

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Abstract: We prove that the number gamma(N) of the zeros of a two-parameter simple random walk in its first N-by-N time steps is almost surely equal to N to the power 1+o(1) as N goes to infinity. This is in contrast with our earlier joint effort with Z. Shi [4]; that work shows that the number of zero crossings in the first N-by-N time steps is N to the power (3/2)+o(1) as N goes to infinity. We prove also that the number of zeros on the diagonal in the first N time steps is (c+o(1)) log N as N goes to infinity, where c is 2pi.

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Cited in

(1)

• Level crossings of a two-parameter random walk

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