Title of article :
Frequently visited sets for random walks
Author/Authors :
Csلki، نويسنده , , Endre and Fِldes، نويسنده , , Antَnia and Révész، نويسنده , , Pلl and Rosen، نويسنده , , Jay and Shi، نويسنده , , Zhan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
15
From page :
1503
To page :
1517
Abstract :
We study the occupation measure of various sets for a symmetric transient random walk in Z d with finite variances. Let μ n X ( A ) denote the occupation time of the set A up to time n. It is shown that sup x ∈ Z d μ n X ( x + A ) / log n tends to a finite limit as n → ∞ . The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green function of X restricted to the set A. Some examples are discussed and the connection to similar results for Brownian motion is given.
Keywords :
Strong theorems , Occupation measure , random walk
Journal title :
Stochastic Processes and their Applications
Serial Year :
2005
Journal title :
Stochastic Processes and their Applications
Record number :
1577680
Link To Document :
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