Article ID Journal Published Year Pages File Type
1155976 Stochastic Processes and their Applications 2011 25 Pages PDF
Abstract

We study the path behaviour of general random walks, and that of their local times, on the 2-dimensional comb lattice C2C2 that is obtained from Z2Z2 by removing all horizontal edges off the xx-axis. We prove strong approximation results for such random walks and also for their local times. Concentrating mainly on the latter, we establish strong and weak limit theorems, including Strassen-type laws of the iterated logarithm, Hirsch-type laws, and weak convergence results in terms of functional convergence in distribution.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
, , , ,