Logarithmic scaling of planar random walk's local times
Probability
2016-03-25 v1
Abstract
We prove that the local time process of a planar simple random walk, when time is scaled logarithmically, converges to a non-degenerate pure jump process. The convergence takes place in the Skorokhod space with respect to the topology and fails to hold in the topology.
Keywords
Cite
@article{arxiv.1603.07587,
title = {Logarithmic scaling of planar random walk's local times},
author = {Péter Nándori and Zeyu Shen},
journal= {arXiv preprint arXiv:1603.07587},
year = {2016}
}