Artículos de revistas
On Range And Local Time Of Many-dimensional Submartingales
Registro en:
Journal Of Theoretical Probability. Springer New York Llc, v. 27, n. 2, p. 601 - 617, 2014.
8949840
10.1007/s10959-012-0431-6
2-s2.0-84899511442
Autor
Menshikov M.
Popov S.
Institución
Resumen
We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of ℝd, d≥2. For this process, we assume that it has uniformly bounded jumps, and is uniformly elliptic (can advance by at least some fixed amount with respect to any direction, with uniformly positive probability). Also, we assume that the projection of this process on some fixed vector is a submartingale, and that a stronger additional condition on the direction of the drift holds (this condition does not exclude that the drift could be equal to 0 or be arbitrarily small). The main result is that with very high probability the number of visits to any fixed site by time n is less than n1/2-δ for some δ > 0. This in its turn implies that the number of different sites visited by the process by time n should be at least n1/2+δ. © 2012 Springer Science+Business Media, LLC. 27 2 601 617 Alves, O.S.M., Machado, F.P., Popov, S.Y., The shape theorem for the frog model (2002) Ann. Appl. Probab., 12 (2), pp. 534-547 Aspandiiarov, S., Iasnogorodski, R., Menshikov, M., Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant (1996) Ann. Probab., 24 (2), pp. 932-960 Benjamini, I., Izkovsky, R., Kesten, H., On the range of the simple random walk bridge on groups (2007) Electronic J. Probab., 12 (20), pp. 591-612 Benjamini, I., Wilson, D.B., Excited random walk (2003) Electron. Commun. Probab., 8, pp. 86-92 Bérard, J., Ramírez, A., Central limit theorem for the excited random walk in dimension d≥2 (2007) Electron. Commun. Probab., 12, pp. 303-314 Černý, J., Moments and distribution of the local time of a two-dimensional random walk (2007) Stoch. Process. Appl., 117 (2), pp. 262-270 Csáki, E., Csörgö, M., Földes, A., Révész, P., On the local time of random walk on the 2-dimensional comb (2011) Stoch. Process. Appl., 121 (6), pp. 1290-1314 Csáki, E., Földes, A., Révész, P., Joint asymptotic behavior of local and occupation times of random walk in higher dimension (2007) Studia Sci. Math. Hung., 44 (4), pp. 535-563 Csáki, E., Révész, P., Rosen, J., Functional laws of the iterated logarithm for local times of recurrent random walks on ℤ2 (1998) Ann. Inst. Henri Poincaré B, Probab. Stat., 34 (4), pp. 545-563 Donsker, M.D., Varadhan, S.R.S., On the number of distinct sites visited by a random walk (1979) Commun. Pure Appl. Math., 32 (6), pp. 721-747 Hamana, Y., An almost sure invariance principle for the range of random walks (1998) Stoch. Process. Appl., 78 (2), pp. 131-143 van der Hofstad, R., Holmes, M.P., Monotonicity for excited random walk in high dimensions (2010) Probab. Theory Relat. Fields, 147 (1-2), pp. 333-348 Hughes, B.D., (1995) Random Walks and Random Environments, 1. , Oxford: Clarendon MacPhee, I.M., Menshikov, M.V., Wade, A.R., Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts (2012) J. Theor. Probab., , arXiv: 0806. 4561 Marcus, M.B., Rosen, J., Logarithmic averages for the local times of recurrent random walks and Lévy processes (1995) Stoch. Process. Appl., 59 (2), pp. 175-184 Menshikov, M., Popov, S., Ramírez, A., Vachkovskaia, M., On a general many-dimensional excited random walk (2012) Ann. Probab., , arXiv: 1001. 1741 Rau, C., Sur le nombre de points visités par une marche aléatoire sur un amas infini de percolation (2007) Bull. Soc. Math. Fr., 135 (1), pp. 135-169 Spitzer, F., (1976) Principles of Random Walks, , 2nd edn., Berlin: Springer Zerner, M.P.W., Recurrence and transience of excited random walks on ℤd and strips (2006) Electron. Commun. Probab., 11, pp. 118-128