Moments and distribution of the local times of a transient random walk on $\Z^d$

dc.creatorBecker, Mathias
dc.creatorKonig, Wolfgang
dc.date2007-08-31
dc.date2008-05-07
dc.date.accessioned2026-07-07T09:37:10Z
dc.date.available2026-07-07T09:37:10Z
dc.descriptionConsider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $α\in[0,\infty)$ and let $L_n(α)$ be the spatial sum of the $α$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range, $L_n(1)=n+1$, and for integers $α$, $L_n(α)$ is the number of the $α$-fold self-intersections of the walk. We prove a strong law of large numbers for $L_n(α)$ as $n\to\infty$. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černý \cite{Ce07}. Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/0708.4408
dc.identifierhttp://arxiv.org/abs/0708.4408
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160362
dc.subjectProbability
dc.subject60G50, 60J55, 60F15
dc.titleMoments and distribution of the local times of a transient random walk on $\Z^d$
dc.typetext

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