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Heavy points of a d-dimensional simple random walk

Author

Listed:
  • Csáki, Endre
  • Földes, Antónia
  • Révész, Pál

Abstract

For a simple symmetric random walk in dimension d[greater-or-equal, slanted]3, a uniform strong law of large numbers is proved for the number of sites with given local time up to time n.

Suggested Citation

  • Csáki, Endre & Földes, Antónia & Révész, Pál, 2006. "Heavy points of a d-dimensional simple random walk," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 45-57, January.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:1:p:45-57
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    References listed on IDEAS

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    1. Csáki, Endre & Földes, Antónia & Révész, Pál & Rosen, Jay & Shi, Zhan, 2005. "Frequently visited sets for random walks," Stochastic Processes and their Applications, Elsevier, vol. 115(9), pages 1503-1517, September.
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    1. Endre Csáki & Antónia Földes & Pál Révész, 2007. "On the Behavior of Random Walk Around Heavy Points," Journal of Theoretical Probability, Springer, vol. 20(4), pages 1041-1057, December.

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