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  • 标题:The mean number of sites visited by a random walk pinned at a distant point
  • 本地全文:下载
  • 作者:Uchiyama, Kôhei
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2015
  • 卷号:20
  • 期号:0
  • 页码:1-9
  • DOI:10.1214/ECP.v20-4027
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:This paper concerns the number $Z_n$ of sites visited up to time $n$ by a random walk $S_n$ having zero mean and moving on the two dimensional square lattice ${\bf Z}^2$. Asymptotic evaluation of the conditional expectation of $Z_n$ for large $n$ given that $S_n=x$ is carried out under some exponential moment condition. It gives an explicit form of the leading term valid uniformly in $(x, n)$, $|x|< cn$ for each $c>0$.
  • 关键词:Range of random walk; pinned random walk; Cramel transform; local central limit theorem;60J65; 60J45
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