A note on occupation times of random walks |
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Authors: | George H Weiss |
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Institution: | (1) National Institutes of Health, Bethesda, Maryland |
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Abstract: | In this note I show that some asymptotic results on the average occupancy time of an interval derived for lattice random walks with negative exponential transition probabilities are true for all random walks whose transition probabilities have a finite variance. The proof is based on the continuum limit. |
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Keywords: | Lattice random walks occupation times continuum limit first passage times |
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