An almost sure invariance principle for the range of planar random walks
Bass, Richard F. ; Rosen, Jay
Ann. Probab., Tome 33 (2005) no. 1, p. 1856-1885 / Harvested from Project Euclid
For a symmetric random walk in Z2 with 2+δ moments, we represent |ℛ(n)|, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for each k≥1 ¶ \[(\log n)^{k}\Biggl[\frac{1}{n}|\mathcal{R}(n)|+\sum_{j=1}^{k}(-1)^{j}\biggl(\frac{1}{2\pi}\log n+c_{X}\biggr)^{-j}\gamma_{j,n}\Biggr]\to 0\qquad\mbox{a.s.,}\] ¶ where Wt is a Brownian motion, $W^{(n)}_{t}=W_{nt}/\sqrt{n}$ , γj,n is the renormalized intersection local time at time 1 for W(n) and cX is a constant depending on the distribution of the random walk.
Publié le : 2005-09-14
Classification:  Range,  random walks,  invariance principle,  intersection local time,  Wiener sausage,  Brownian motion
@article{1127395876,
     author = {Bass, Richard F. and Rosen, Jay},
     title = {An almost sure invariance principle for the range of planar random walks},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 1856-1885},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1127395876}
}
Bass, Richard F.; Rosen, Jay. An almost sure invariance principle for the range of planar random walks. Ann. Probab., Tome 33 (2005) no. 1, pp.  1856-1885. http://gdmltest.u-ga.fr/item/1127395876/