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 . It is interesting to ask about the number of turns in the reduced path after steps. This question arises from inverting signature for lattice paths. We show that, when is large, the mean and variance of have the same order as , while the second order terms are O(1). We then use these estimates to obtain limit theorems for . Similar results hold for any other finite patterns as well.
Keywords
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}
}
Comments
15 pages