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Moments and distribution of the local time of a two-dimensional random walk

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  • Cerný, Jirí

Abstract

Let l(n,x) be the local time of a random walk on . We prove a strong law of large numbers for the quantity for all [alpha]>=0. We use this result to describe the distribution of the local time of a typical point in the range of the random walk.

Suggested Citation

  • Cerný, Jirí, 2007. "Moments and distribution of the local time of a two-dimensional random walk," Stochastic Processes and their Applications, Elsevier, vol. 117(2), pages 262-270, February.
  • Handle: RePEc:eee:spapps:v:117:y:2007:i:2:p:262-270
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    Cited by:

    1. Guillotin-Plantard, Nadine & Poisat, Julien, 2013. "Quenched central limit theorems for random walks in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1348-1367.

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