{"title":"Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line","authors":"Hua-Ming Wang, Lingyun Wang","doi":"10.1016/j.spa.2024.104550","DOIUrl":null,"url":null,"abstract":"<div><div>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 <span><math><mi>x</mi></math></span> is called a weak cutpoint if the walk never returns to <span><math><mrow><mi>x</mi><mo>−</mo><mn>1</mn></mrow></math></span> after its first upcrossing from <span><math><mi>x</mi></math></span> to <span><math><mrow><mi>x</mi><mo>+</mo><mn>1</mn></mrow></math></span>). In addition, for the walk with some special local drift, we also give the order of the expected number of these points in <span><math><mrow><mrow><mo>[</mo><mn>1</mn><mo>,</mo><mi>n</mi><mo>]</mo></mrow><mo>.</mo></mrow></math></span> Finally, if the local drift at <span><math><mi>n</mi></math></span> is <span><math><mfrac><mrow><mi>Υ</mi></mrow><mrow><mn>2</mn><mi>n</mi></mrow></mfrac></math></span> with <span><math><mrow><mi>Υ</mi><mo>></mo><mn>1</mn></mrow></math></span> for <span><math><mi>n</mi></math></span> large enough, we show that, when properly scaled the number of these points in <span><math><mrow><mo>[</mo><mn>1</mn><mo>,</mo><mi>n</mi><mo>]</mo></mrow></math></span> converges in distribution to a random variable with <em>Gamma</em><span><math><mrow><mo>(</mo><mi>Υ</mi><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></math></span> 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].</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"181 ","pages":"Article 104550"},"PeriodicalIF":1.1000,"publicationDate":"2024-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924002588","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
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 is called a weak cutpoint if the walk never returns to after its first upcrossing from to ). In addition, for the walk with some special local drift, we also give the order of the expected number of these points in Finally, if the local drift at is with for large enough, we show that, when properly scaled the number of these points in converges in distribution to a random variable with Gamma 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].
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.