The variance of the single point range of two dimensional recurrent random walk (Q1803572)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The variance of the single point range of two dimensional recurrent random walk |
scientific article; zbMATH DE number 221213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variance of the single point range of two dimensional recurrent random walk |
scientific article; zbMATH DE number 221213 |
Statements
The variance of the single point range of two dimensional recurrent random walk (English)
0 references
29 June 1993
0 references
We study the asymptotic behavior of the variance of the single point range of random walks in 2-dimensional integer lattice. The single point range means the distinct sites entered once and only once by the random walk in the first \(n\) steps. When the random walk is strongly aperiodic with mean 0 and finite variance, the variance of the single point range is asymptotically equal to \(Ln^ 2(\log n)^{-6}\) for some positive constant \(L\).
0 references
random walks
0 references
integer lattice
0 references
strongly aperiodic
0 references
single point range
0 references
0.93035775
0 references
0.90544283
0 references
0.90338975
0 references
0.89194334
0 references
0.8768576
0 references
0.87076044
0 references