Strong approximation for the general Resten-Spitzer random walk in independent random scenery

This paper is to prove that, if a one-dimensional random walk can be approximated by a Brownian motion, then the related random walk in a general independent scenery can be approximated by a Brownian motion in Brownian scenery.     

Hitting time of a half-line by two-dimensional random walk

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line {(x₁,x₂)|x₁0,x₂=0} before time n. It is proved that for aperiodic random walk with mean zero and finite 2+(>2)-th absolute moment, this probability times n^1/4 converges to some positive constant c^* as . We show that c^* is expressed by using the characteristic function of the increment of the random walk. For the simple random walk, this expression gives Mathematics Subject Classification (2000):60G50, 60E10     

Strong approximation for the general Kesten-Spitzer random walk in independent random scenery

This paper is to prove that, if a one-dimensional random wa lkcan be approximated by a Brownian motion, then the related random walk in a g eneral independent scenery can be approximated by a Brownian motion in Brownian scenery.     

A note on some laws of the iterated logarithm

Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques. A law of the iterated logarithm for Brownian motion in a differentible manifold is also stated.     

SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK

Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A strong approximation of ζ（n） by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ＊（n） are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ＊（n） is proved.     

An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk

If (X _n ) _n ⁼¹ is a sequence of i.i.d. random variables in the Euclidean plane such that we compute the mean of the perimeter of theconvex hull ofX ₁++X _k; 0kn}.     

A self normalized law of the iterated logarithm for random walk in random scenery

LetX,X _i ,i1, be a sequence of i.i.d. random vectors in ^d . LetS _o=0 and, forn1, letS _n =X ₁+...+X _n . LetY,Y(), ^d , be i.i.d. -valued random variables which are independent of theX _i . LetZ _n =Y(S _o )+...+Y(S _n ). We will callZ _n arandom walk in random scenery.In this work, we consider the law of the iterated logarithm for random walk in random sceneries. Under fairly general conditions, we obtain arandomly normalized law of the iterated logarithm.Supported in part by NSF Grants DMS-85-21586 and DMS-90-24961.     

Time Difference on the Brownian Curve

Let X _t and Y _t be respectively the locations of the maximum and minimum, over [0, t], of a real-valued Wiener process. We establish limsup and liminf iterated logarithm laws for , the time difference between the maximum and the minimum, as well as for max(X _t, Y _t) and min(X _t, Y _t).     

Asymptotic behavior for random walk in random environment with holding times

In this article, we mainly discuss the asymptotic behavior for multi-dimensional continuous-time random walk in random environment with holding times. By constructing a renewal structure and using the point “environment viewed from the particle”, under General Kalikow's Condition, we show the law of large numbers (LLN) and central limit theorem (CLT) for the escape speed of random walk.     

Multidimensional random walk with reflections

Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified position. One-dimensional reflected random walk is quite well understood from work in 7 decades, but the multidimensional model presents several new difficulties. Here we investigate recurrence questions.     

一类随机环境下随机游动的常返性

就一类平稳环境θ下随机流动{Xn}n∈z 建立相应的Markov-双链{ηn}n∈z ={(xn,Tnθ)}n∈z ,并给出在该平稳环境θ下{xn}n∈z 为常返链的条件.     

Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

Abstract

We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes.     

On the speed of a cookie random walk

We consider the model of the one-dimensional cookie random walk when the initial cookie distribution is spatially uniform and the number of cookies per site is finite. We give a criterion to decide whether the limiting speed of the walk is non-zero. In particular, we show that a positive speed may be obtained for just three cookies per site. We also prove a result on the continuity of the speed with respect to the initial cookie distribution.      

随机向量自正则和的重对数律

本文给出了独立随机向量序列自正则和的重对数律成立的一个充分条件.     

Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables

We consider perturbed empirical distribution functions , where {Ginn, n1} is a sequence of continuous distribution functions converging weakly to the distribution function of unit mass at 0, and {X _{i, i}1} is a non-stationary sequence of absolutely regular random variables. We derive the almost sure representation and the law of the iterated logarithm for the statistic whereU _n is aU-statistic based onX ₁,...,X _n . The results obtained extend or generalize the results of Nadaraya,⁽⁷⁾ Winter,⁽¹⁶⁾ Puri and Ralescu,^(9,10) Oodaira and Yoshihara,⁽⁸⁾ and Yoshihara,⁽¹⁹⁾ among others.Research supported by the Office of Naval Research Contract N00014-91-J-1020.     

Rates of convergence for increments of Brownian motion

The results of this paper concern rates of convergence for increments of Brownian motion. As a by-product we give some improvements of a result of Bolthausen dealing with Strassen's law of the iterated logarithm.     

Large deviations for hitting times of a random walk in random environment on a strip

We consider a random walk in random environment on a strip, which is transient to the right. The random environment is stationary and ergodic. By the constructed enlarged random environment which was first introduced by Goldsheid （2008）, we obtain the large deviations conditioned on the environment （in the quenched case） for the hitting times of the random walk.