The Law of the Iterated Logarithm for the Range of Random Walk
Jain, Naresh C. ; Pruitt, William E.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1692-1697 / Harvested from Project Euclid
Let $\{X_n, n \geqq 1\}$ be a sequence of independent identically distributed random variables taking values in the $d$-dimensional integer lattice $E_d$, and let $S_0 = 0, S_n = X_1 + \cdots + X_n$. The range of the random walk $\{S_n, n \geqq 0\}$ up to time $n$, denoted by $R_n$, is the number of distinct lattice points visited by the random walk up to time $n$. Let $p$ be the probability that the random walk never returns to the origin. It is known that $n^{-1}R_n \rightarrow p$ a.s. and that for $p < 1$ if the genuine dimension is $d \geqq 4$ or if the random walk is strongly transient then there is a positive constant $\sigma^2$ such that $\operatorname{Var} R_n \sim \sigma^2n$. In the present note we shall prove that in these two cases $\lim \sup_{n\rightarrow\infty}\frac{R_n - np}{(2\sigma^2n \log \log n)^{\frac{1}{2}}} = 1 \mathrm{a.s}.$ and the $\lim \inf$ of the same sequence is almost surely $-1$.
Publié le : 1972-10-14
Classification: 
@article{1177692404,
     author = {Jain, Naresh C. and Pruitt, William E.},
     title = {The Law of the Iterated Logarithm for the Range of Random Walk},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1692-1697},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692404}
}
Jain, Naresh C.; Pruitt, William E. The Law of the Iterated Logarithm for the Range of Random Walk. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1692-1697. http://gdmltest.u-ga.fr/item/1177692404/