Random walk on half-plane half-comb structure

被引:0
|
作者
Csaki, Endre [1 ]
Csorgo, Miklos [2 ]
Foldes, Antonia [3 ]
Revesz, Pal [4 ]
机构
[1] Hungarian Acad Sci, Alfred Renyi Inst Math, Budapest, Hungary
[2] Carleton Univ, Sch Math & Stat, Ottawa, ON, Canada
[3] CUNY, Dept Math, Coll Staten Isl, New York, NY 10021 USA
[4] Tech Univ Wien, Inst Stat & Wahrscheinlichkeitstheorie, Vienna, Austria
来源
ANNALES MATHEMATICAE ET INFORMATICAE | 2012年 / 39卷
基金
加拿大自然科学与工程研究理事会;
关键词
Anisotropic random walk; Strong approximation; Wiener process; Local time; Laws of the iterated logarithm;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study limiting properties of a random walk on the plane, when we have a square lattice on the upper half-plane and a comb structure on the lower half-plane, i.e., horizontal lines below the x-axis are removed. We give strong approximations for the components with random time changed Wiener processes. As consequences, limiting distributions and some laws of the iterated logarithm are presented. Finally, a formula is given for the probability that the random walk returns to the origin in 2N steps.
引用
收藏
页码:29 / 44
页数:16
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