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Strong Law of Large Numbers for a Function of the Local Times of a Transient Random Walk in $${\mathbb {Z}}^d$$ Z d

Author

Listed:
  • Inna M. Asymont

    (Financial University under the Government of the Russian Federation)

  • Dmitry Korshunov

    (Lancaster University)

Abstract

For an arbitrary transient random walk $$(S_n)_{n\ge 0}$$ ( S n ) n ≥ 0 in $${\mathbb {Z}}^d$$ Z d , $$d\ge 1$$ d ≥ 1 , we prove a strong law of large numbers for the spatial sum $$\sum _{x\in {\mathbb {Z}}^d}f(l(n,x))$$ ∑ x ∈ Z d f ( l ( n , x ) ) of a function f of the local times $$l(n,x)=\sum _{i=0}^n{\mathbb {I}}\{S_i=x\}$$ l ( n , x ) = ∑ i = 0 n I { S i = x } . Particular cases are the number of (a) visited sites [first considered by Dvoretzky and Erdős (Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, pp 353–367, 1951)], which corresponds to the function $$f(i)={\mathbb {I}}\{i\ge 1\}$$ f ( i ) = I { i ≥ 1 } ; (b) $$\alpha $$ α -fold self-intersections of the random walk [studied by Becker and König (J Theor Probab 22:365–374, 2009)], which corresponds to $$f(i)=i^\alpha $$ f ( i ) = i α ; (c) sites visited by the random walk exactly j times [considered by Erdős and Taylor (Acta Math Acad Sci Hung 11:137–162, 1960) and Pitt (Proc Am Math Soc 43:195–199, 1974)], where $$f(i)={\mathbb {I}}\{i=j\}$$ f ( i ) = I { i = j } .

Suggested Citation

  • Inna M. Asymont & Dmitry Korshunov, 2020. "Strong Law of Large Numbers for a Function of the Local Times of a Transient Random Walk in $${\mathbb {Z}}^d$$ Z d," Journal of Theoretical Probability, Springer, vol. 33(4), pages 2315-2336, December.
  • Handle: RePEc:spr:jotpro:v:33:y:2020:i:4:d:10.1007_s10959-019-00937-6
    DOI: 10.1007/s10959-019-00937-6
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    References listed on IDEAS

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    1. Doney, R.A. & Korshunov, D.A., 2011. "Local asymptotics for the time of first return to the origin of transient random walk," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1419-1424, September.
    2. Mathias Becker & Wolfgang König, 2009. "Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d," Journal of Theoretical Probability, Springer, vol. 22(2), pages 365-374, June.
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