Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider

E. Csáki, Miklós Csörgő, Antónia Földes, Pál Révész

Research output: Contribution to journalArticle

Abstract

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs, we establish limit theorems for n-step local and occupation times.

Original languageEnglish
Pages (from-to)1-23
Number of pages23
JournalJournal of Theoretical Probability
DOIs
Publication statusAccepted/In press - Oct 6 2017

Fingerprint

Occupation Time
Spiders
Local Time
Limit Theorems
Brownian motion
Random walk
Strong Approximation
Simple Random Walk
Half line
Local time
Approximation
Limit theorems
Object

Keywords

  • Brownian motion
  • Local time
  • Occupation time
  • Random walk
  • Spider

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

Cite this

Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider. / Csáki, E.; Csörgő, Miklós; Földes, Antónia; Révész, Pál.

In: Journal of Theoretical Probability, 06.10.2017, p. 1-23.

Research output: Contribution to journalArticle

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