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On Number of Turns in Reduced Random Lattice Paths

Probability 2011-09-27 v3

Abstract

We consider the tree-reduced path of symmetric random walk on \ZZd\ZZ^{d}. It is interesting to ask about the number of turns TnT_n in the reduced path after nn steps. This question arises from inverting signature for lattice paths. We show that, when nn is large, the mean and variance of TnT_n have the same order as nn, while the second order terms are O(1). We then use these estimates to obtain limit theorems for TnT_n. Similar results hold for any other finite patterns as well.

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Cite

@article{arxiv.1007.3507,
  title  = {On Number of Turns in Reduced Random Lattice Paths},
  author = {Yunjiang Jiang and Weijun Xu},
  journal= {arXiv preprint arXiv:1007.3507},
  year   = {2011}
}

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15 pages