Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY
Hua-Ming Wang, Lingyun Wang
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Abstract

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drift on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time and/or upcrossing time and weak cutpoints (a point x is called a weak cutpoint if the walk never returns to x1 after its first upcrossing from x to x+1). In addition, for the walk with some special local drift, we also give the order of the expected number of these points in [1,n]. Finally, if the local drift at n is Υ2n with Υ>1 for n large enough, we show that, when properly scaled the number of these points in [1,n] converges in distribution to a random variable with Gamma(Υ1,1) distribution. Our results answer three conjectures related to the local time, the upcrossing time, and the weak cutpoints posed by E. Csáki, A. Földes, P. Révész [J. Theoret. Probab. 23 (2) (2010) 624-638].
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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