Further Limit Theorems for the Range of a Two-Parameter Random Walk in Space
Etemadi, Nasrollah
Ann. Probab., Tome 8 (1980) no. 6, p. 917-927 / Harvested from Project Euclid
Let $\{X_{ij}: i\geqslant 1, j \geqslant 1\}$ be a double sequence of i.i.d. random variables taking values in the $d$-dimensional lattice $E_d$. Also let $S_{kl} = \Sigma^k_{i=1}\Sigma^k_{i=1}\Sigma^l_{j=1}X_{ij}$. Then the range of random walk $\{S_{kl}: k \geqslant 1, l \geqslant 1\}$ up to time $(m, n)$, denoted by $R_{mn}$, is the cardinality of the set $\{S_{kl}: 1 \leqslant k \leqslant m, 1 \leqslant l \leqslant n\}$, i.e., the number of distinct points visited by the random walk up to time $(m, n)$. Let $r^{(l)}$ be the probability that the random walk never hits the origin on the time set $\{(i, l): i \geqslant 1\}$. In this paper a sufficient condition in terms of the characteristic function of $X_{11}$ is given so that $$\lim_{(m,n)\rightarrow\infty}\frac{mn - R_{mn}}{m + n} = \sum^\infty_{l=1}(1 - r^{(l)}) < \infty\quad \mathrm{a.s.}$$
Publié le : 1980-10-14
Classification:  Random walk,  genuine dimension,  60F16,  60J15,  60G50
@article{1176994621,
     author = {Etemadi, Nasrollah},
     title = {Further Limit Theorems for the Range of a Two-Parameter Random Walk in Space},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 917-927},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994621}
}
Etemadi, Nasrollah. Further Limit Theorems for the Range of a Two-Parameter Random Walk in Space. Ann. Probab., Tome 8 (1980) no. 6, pp.  917-927. http://gdmltest.u-ga.fr/item/1176994621/