Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527670 | Stochastic Processes and their Applications | 2005 | 15 Pages |
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 supxâZdμnX(x+A)/logn tends to a finite limit as nââ. 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)
Authors
Endre Csáki, Antónia Földes, Pál Révész, Jay Rosen, Zhan Shi,