REAL

Some Limit Theorems for Heights of Random Walks on a Spider

Csáki, Endre and Csörgő, Miklós and Földes, Antónia and Révész, Pál (2016) Some Limit Theorems for Heights of Random Walks on a Spider. JOURNAL OF THEORETICAL PROBABILITY, 29 (4). pp. 1685-1709. ISSN 0894-9840

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Abstract

A simple random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition probabilities are studied, and for a fixed number of legs we investigate how high the walker and the Brownian motion can go on the legs in n steps. The heights on the legs are also investigated when the number of legs goes to infinity.

Item Type: Article
Uncontrolled Keywords: Transition probabilities; Strong approximations; Random walk on a spider; Laws of the iterated logarithm; Brownian spider; Brownian and random walk heights on spider
Subjects: Q Science / természettudomány > QA Mathematics / matematika
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 03 Jan 2017 14:10
Last Modified: 03 Jan 2017 14:10
URI: http://real.mtak.hu/id/eprint/44168

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