Some results for two-dimensional random walk, II. Additive functionals

Research output: Contribution to journalArticle

Abstract

Let {Ti}i=0 be a simple symmetric random walk on the plane and consider the additive functional An = ∑i=0n f(Ti), where f is a real valued function. We present some exact and asymptotic results for An.

Original languageEnglish
Pages (from-to)49-56
Number of pages8
JournalJournal of Statistical Planning and Inference
Volume101
Issue number1-2
DOIs
Publication statusPublished - Feb 15 2002

Keywords

  • Additive functionals
  • Planar random walk

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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