Article ID Journal Published Year Pages File Type
10527670 Stochastic Processes and their Applications 2005 15 Pages PDF
Abstract
We study the occupation measure of various sets for a symmetric transient random walk in Zd with finite variances. Let μnX(A) denote the occupation time of the set A up to time n. It is shown that supx∈ZdμnX(x+A)/logn tends to a finite limit as n→∞. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green function of X restricted to the set A. Some examples are discussed and the connection to similar results for Brownian motion is given.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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