Article ID Journal Published Year Pages File Type
10527378 Stochastic Processes and their Applications 2005 22 Pages PDF
Abstract
We prove that the number Z(N) of level crossings of a two-parameter simple random walk in its first N×N steps is almost surely N3/2+o(1) as N→∞. 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
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