Strong Approximation of the Anisotropic Random Walk Revisited

DOI10.1007/S10959-021-01142-0arXiv2108.09854MaRDI QIDQ6375795

Publication date: 22 August 2021

Abstract: We study the path behavior of the anisotropic random walk on the two-dimensional lattice Z^2. Simultaneous strong approximations of its components are given.

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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