Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527378 | Stochastic Processes and their Applications | 2005 | 22 Pages |
Abstract
We prove that the number Z(N) of level crossings of a two-parameter simple random walk in its first NÃN steps is almost surely N3/2+o(1) as Nââ. The main ingredient is a strong approximation of Z(N) by the crossing local time of a Brownian sheet. Our result provides a useful algorithm for simulating the level sets of the Brownian sheet.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Davar Khoshnevisan, Pál Révész, Zhan Shi,