Favourite Sites, Favourite Values and Jump Sizes for Random Walk and Brownian Motion

Endre Csáki, Pál Révész, Zhan Shi, Endre Csáki, Pál Révész

Type: Article

Publication Date: 2000-12-01

Citations: 11

DOI: https://doi.org/10.2307/3318465

Abstract

We determine: (a) the joint almost sure asymptotic behaviour of the most visited site and the maximum local time of a one-dimensional simple random walk or Brownian motion; (b) the maximal jump size of the most visited site.In so doing, we solve two open problems of Erdo Ís and Re Âve Âsz.

Locations

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Works Cited by This (11)

Action	Title	Year	Authors
+ PDF Chat	An integral test for the supremum of Wiener local time	1989	Endre Csáki
+	Problems and Results on Random Walks	1987	Paul Erdös Pál Révész
+	Tied Favourite Edges for Simple Random Walk	1997	Bálint Tóth Wendelin Werner
+ PDF Chat	A decomposition of Bessel Bridges	1982	Jim Pitman Marc Yor
+ PDF Chat	Large Favourite Sites of Simple Random Walk and theWiener Process	1998	Endre Csáki Zhan Shi
+ PDF Chat	The most visited site of Brownian motion and simple random walk	1985	Richard F. Bass Philip S. Griffin
+ PDF Chat	Le point d'un fermé le plus visité par le mouvement brownien	1997	Christophe Leuridan
+	An iterated logarithm law for local time	1965	Harry Kesten
+	Handbook of Mathematical Functions.	1966	Juliette Florentin Milton Abramowitz Irene A. Stegun
+	Handbook of Mathematical Functions	1966	Donald A. McQuarrie