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https://hdl.handle.net/20.500.12202/9589
Title: | Logarithmic scaling of planar random walk's local times. |
Authors: | Nándori, Péter Shen, Zeyu 0000-0001-8238-6653 |
Issue Date: | Jun-2017 |
Citation: | Nándori, P., & Shen, Z. (2017). Logarithmic scaling of planar random walk’s local times. Studia Scientiarum Mathematicarum Hungarica. Combinatorics, Geometry and Topology (CoGeTo), 54(2), 171. |
Series/Report no.: | Studia Scientiarum Mathematicarum Hungarica;54(2) |
Abstract: | We prove that the local time process of a planar simple random walk, when time is scaled logarithmically, converges to a non-degenerate pure jump process. The convergence takes place in the Skorokhod space with respect to the M1 topology and fails to hold in the J1 topology. |
Description: | Scholarly article |
URI: | https://akjournals.com/view/journals/012/54/2/article-p171.xml https://hdl.handle.net/20.500.12202/9589 |
Appears in Collections: | Stern College for Women -- Faculty Publications |
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