Quantitative recurrence results for random walks
Probability
2014-05-13 v1
Abstract
First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of P\'olya's Recurrence Theorem \cite{6}. Second, we prove a \emph{local almost sure central limit theorem} for (not necessarly lattice) random walks in the line or in the plane, which will also give us quantitative recurrence results. Finally, we prove an \emph{almost sure central limit theorem} for multidimensional (not necessarly lattice) random walks. This is achieved by exploiting a technique developed by the author in \cite{5}.
Cite
@article{arxiv.1405.2462,
title = {Quantitative recurrence results for random walks},
author = {Nuno Luzia},
journal= {arXiv preprint arXiv:1405.2462},
year = {2014}
}