The Range of a Random Walk in Two-Dimensional Time
Etemadi, Nasrollah
Ann. Probab., Tome 4 (1976) no. 6, p. 836-843 / Harvested from Project Euclid
Let $\lbrack X_{ij}: i > 0, j > 0 \rbrack$ be a double sequence of i.i.d. random variables taking values in the $d$-dimensional lattice $E_d$. Also let $S_{mn} = \sum^m_{i=1} \sum^n_{j=1} X_{ij}$. Then the range of random walk $\lbrack S_{mn}: m > 0, n > 0 \rbrack$ up to time $(m, n)$, denoted by $R_{mn}$, is the cardinality of the set $\lbrack S_{pq}: 0 < p \leqq m, 0 < q \leqq n \rbrack$, i.e., the number of distinct points visited by the random walk up to time $(m,n)$. In this paper a strong law for $R_{mn}$, when $d \geqq 3$, has been established. Namely, it has been proved that $\lim R_{mn}/ER_{mn} = 1$ a.s. as either $(m, n)$ or $m (n)$ tends to infinity.
Publié le : 1976-10-14
Classification:  Random walk,  genuine dimension,  60F50,  60J15,  60G50
@article{1176995987,
     author = {Etemadi, Nasrollah},
     title = {The Range of a Random Walk in Two-Dimensional Time},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 836-843},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995987}
}
Etemadi, Nasrollah. The Range of a Random Walk in Two-Dimensional Time. Ann. Probab., Tome 4 (1976) no. 6, pp.  836-843. http://gdmltest.u-ga.fr/item/1176995987/