Csáki, Endre, Csörgő, Miklós, Földes, Antónia, Révész, Pál (2012) Random walk on half-plane half-comb structure Annales Mathematicae et Informaticae. 39. pp. 29-44. ISSN 1787-5021 (Print), 1787-6117 (Online)
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Absztrakt (kivonat)
We study limiting properties of a random walk on the plane, when we have a square lattice on the upper half-plane and a comb structure on the lower half-plane, i.e., horizontal lines below the x-axis are removed. We give strong approximations for the components with random time changed Wiener processes. As consequences, limiting distributions and some laws of the iterated logarithm are presented. Finally, a formula is given for the probability that the random walk returns to the origin in 2N steps.
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Megjegyzés: | Proceedings of the Conference on Stochastic Models and their Applications Faculty of Informatics University of Debrecen August 22–24, 2011 - Debrecen, Hungary | ||||||||||||||||||||
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Kulcsszavak: | Anisotropic random walk; Strong approximation; Wiener process; Local time; Laws of the iterated logarithm | ||||||||||||||||||||
Nyelv: | angol | ||||||||||||||||||||
Kötetszám: | 39. | ||||||||||||||||||||
ISSN: | 1787-5021 (Print), 1787-6117 (Online) | ||||||||||||||||||||
Felhasználó: | Tibor Gál | ||||||||||||||||||||
Dátum: | 07 Már 2019 16:10 | ||||||||||||||||||||
Utolsó módosítás: | 07 Már 2019 16:10 | ||||||||||||||||||||
URI: | http://publikacio.uni-eszterhazy.hu/id/eprint/3219 |
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