Some results for two-dimensional random walk. II: Additive functionals. (English) Zbl 0994.60053
[For part I see: Advances in combinatorial methods and applications to probability and statistics, 115-124 (1997; Zbl 0882.60069).]
Author’s summary: Let \((T_n,n\geq 0)\) be a simple symmetric random walk on the plane and consider the additive functional \(A_n=\sum_{i=0}^n f(T_i)\), where \(f\) is a real-valued function. We present some exact and asymptotic results for \(A_n\).
Author’s summary: Let \((T_n,n\geq 0)\) be a simple symmetric random walk on the plane and consider the additive functional \(A_n=\sum_{i=0}^n f(T_i)\), where \(f\) is a real-valued function. We present some exact and asymptotic results for \(A_n\).
Reviewer: Gheorghe Oprişan (Bucureşti)
MSC:
| 60G50 | Sums of independent random variables; random walks |
| 60J55 | Local time and additive functionals |
| 60C05 | Combinatorial probability |
Citations:
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