On the local time of a recurrent random walk on ℤ²

Abstract

We prove a functional limit theorem for the number of visits by a planar random walk on Z 2 \mathbb {Z}^2 with zero mean and finite second moment to the points of a fixed finite set P ⊂ Z 2 P\subset \mathbb {Z}^2 . The proof is based on the analysis of an accompanying random process with immigration at renewal epochs in case when the inter-arrival distribution has a slowly varying tail.