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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 3, Pages 595–601 (Mi tvp5077)

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

Language: English

DOI: 10.4213/tvp5077


 English version:
Theory of Probability and its Applications, 2017, 61:3, 499–505

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