Random Walks and Intersection Local Time
Rosen, Jay
Ann. Probab., Tome 18 (1990) no. 4, p. 959-977 / Harvested from Project Euclid
With each random walk on $\mathbb{Z}^2$ we associate a functional related to the number of steps which the walk spends in sites occupied at least $k$ times. We show that if our random walk is in the domain of attraction of a stable process of order greater than $2(2k - 2)/(2k - 1)$, then our functional coverges to the intersection local time of the limiting process.
Publié le : 1990-07-14
Classification:  Random walks,  intersection local time,  multiple points,  domain of attraction,  60G60,  60J55,  60J65
@article{1176990731,
     author = {Rosen, Jay},
     title = {Random Walks and Intersection Local Time},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 959-977},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990731}
}
Rosen, Jay. Random Walks and Intersection Local Time. Ann. Probab., Tome 18 (1990) no. 4, pp.  959-977. http://gdmltest.u-ga.fr/item/1176990731/