An asymptotic variance of the self-intersections of random walks
We present a Darboux-Wiener type lemma and apply it to obtain an exact asymptotic for the variance of the self-intersection of one and two-dimensional random walks. As a corollary, we obtain a central limit theorem for random walk in random scenery conjectured by Kesten and Spitzer in 1979.
| Κύριοι συγγραφείς: | , |
|---|---|
| Μορφή: | Journal article |
| Γλώσσα: | English |
| Έκδοση: |
Cornell University Library
2010
|