Csáki, Endre and Csörgő, Miklós and Földes, Antónia and Révész, Pál (2019) Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider. JOURNAL OF THEORETICAL PROBABILITY, 32 (1). pp. 330-352. ISSN 0894-9840
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Official URL: https://doi.org/10.1007/s10959-017-0788-7
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.
| Item Type: | Article |
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| Uncontrolled Keywords: | spider; Brownian motion; Random walk; Local time; Occupation time; |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 05 Sep 2019 07:44 |
| Last Modified: | 17 Apr 2023 13:58 |
| URI: | http://real.mtak.hu/id/eprint/98632 |
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