Favourite sites, favourite values and jump sizes for random walk and Brownian motion

DOI10.2307/3318465zbMath0974.60033OpenAlexW2045045893MaRDI QIDQ5933564

Pál Révész, Zhan Shi, Endre Csáki

Publication date: 26 July 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081194154

zbMATH Keywords

Bessel processBrownian motionlaw of the iterated logarithmBrownian local timefunctional limit theoremsimple random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

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