Moments and distribution of the local time of a two-dimensional random walk |
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Authors: | Jiří Černý |
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Affiliation: | École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland |
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Abstract: | Let ?(n,x) be the local time of a random walk on Z2. We prove a strong law of large numbers for the quantity Ln(α)=∑x∈Z2?(n,x)α for all α≥0. We use this result to describe the distribution of the local time of a typical point in the range of the random walk. |
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Keywords: | Local time Random walk Strong law of large numbers |
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