Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider
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 at the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs, we establish limit theorems for n-step local and occupation times.
|Keywords||Brownian motion, Local time, Occupation time, Random walk, Spider|
|Journal||Journal of Theoretical Probability|
Csáki, E. (Endre), Csörgo, M, Földes, A. (Antónia), & Révész, P. (Pál). (2017). Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider. Journal of Theoretical Probability, 1–23. doi:10.1007/s10959-017-0788-7