随机游动局部时增量的若干结果

SOME RESULTS OF THE INCREMENT OF LOCAL TIME ON A RANDOM WALK

  • 摘要: 令 N(t) 表示一个周期性的随机游动局部时(到时间 t 为止达到点 x 的次数),我们有下列结果:(1) \lim _T \rightarrow \infty \sup \fracN(T)\sqrtT \log \log T^T=\frac\sqrt2\sigma a.s.(2) 如果 \lim _T \rightarrow \infty a_T / \log T=\infty 则有 \begin aligned& \lim _T \rightarrow \infty \sup _a_T< t< T \frac\sigma(N(T)-N(T-t))(f(\log T / t+2 \log \log t))^1 / 2=1 \quad \text a.s. \\& \lim _T \rightarrow \infty \sup _a_T< t< T \sup _0< s< a_: \frac\sigma(N(s)-N(s-t))(t(\log T / t+2 \log \log t))^1 / 2=1 \quad \text a.s. \\& \lim _T \rightarrow \infty \sup _a_T< < < T \sup _0< s< t \frac\sigma(N(T)-N(T-S))(t(\log T / t+2 \log \log t))^1 / 2=1 \quad \text a.s. \endaligned

     

    Abstract: Let Nt) be the local time at zero (the number of returns to zero up to time t) of a reccurrent random walk. We obtain the following main theorem (1) (\lim _x \rightarrow \infty \sup \fracN(T)\sqrtT \log \log T^T=\frac\sqrt2\sigma a.s (2)if \lim _T \rightarrow \infty a_T / \log T=\infty then \beginaligned & \lim _T \rightarrow \infty \sup _a_x 

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