Limit theorems for local and occupation times of random walks and Brownian motion on a spider
| Autor: | Csaki, Endre, Csorgo, Miklos, Foldes, Antonia, Revesz, Pal |
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| Rok vydání: | 2016 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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 in the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs we establish limit theorems on local and occupation times in n steps. Comment: 22 pages,contains small corrections,and some detailed explanations than the previous version |
| Databáze: | arXiv |
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