Frequently visited sets for random walks
Probability
2007-05-23 v1
Abstract
We study the occupation measure of various sets for a symmetric transient random walk in with finite variances. Let denote the occupation time of the set up to time . It is shown that tends to a finite limit as . The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green's function of restricted to the set . Some examples are discussed and the connection to similar results for Brownian motion is given.
Cite
@article{arxiv.math/0412018,
title = {Frequently visited sets for random walks},
author = {Endre Csáki and Antónia Földes and Pál Révész and Jay Rosen and Zhan Shi},
journal= {arXiv preprint arXiv:math/0412018},
year = {2007}
}
Comments
19 pages