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Short Communications
Joint statistics of random walk on $Z^1$ and accumulation of visits
J. K. Percusa, O. E. Percusb a Courant Institute of Mathematical Sciences
b New York University
Abstract:
We obtain the joint distribution $P_N(X,K\,|\,Z)$ of the location $X$ of a one-dimensional symmetric next neighbor random walk on the integer lattice, and the number of times the walk has visited a specified site $Z$. This distribution has a simple form in terms of the one variable distribution $p_{N'} (X')$, where $N'=N-K$ and $X'$ is a function of $X$, $K$, and $Z$. The marginal distributions of $X$ and $K$ are obtained, as well as their diffusion scaling limits.
Keywords:
symmetric random walks, walk on integer lattice, frequency of visits, walker visit number correlation.
Received: 10.07.2015
Citation:
J. K. Percus, O. E. Percus, “Joint statistics of random walk on $Z^1$ and accumulation of visits”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 595–601; Theory Probab. Appl., 61:3 (2017), 499–505
Linking options:
https://www.mathnet.ru/eng/tvp5077https://doi.org/10.4213/tvp5077 https://www.mathnet.ru/eng/tvp/v61/i3/p595
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Statistics & downloads: |
Abstract page: | 242 | Full-text PDF : | 43 | References: | 31 | First page: | 4 |
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