Journal article

An asymptotic variance of the self-intersections of random walks

Abstract:: 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.

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APA Style

Deligiannidis, G., & Utev, S. (2010). An asymptotic variance of the self-intersections of random walks.

MLA Style

Deligiannidis, G., and S. Utev. An Asymptotic Variance of the Self-Intersections of Random Walks. Cornell University Library, 2010.

Chicago Style

Deligiannidis, G, and S Utev. 2010. “An Asymptotic Variance of the Self-Intersections of Random Walks.”
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Files:: 1004.4845v1.pdf

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Authors

+ Deligiannidis, G More by this author

Institution:: University of Oxford
Department:: Unknown
Role:: Author

+ Utev, S More by this author

Role:: Author

Publisher:: Cornell University Library
Publication date:: 2010-04-27

Language:: English
Keywords:: math.PR
Pubs id:: pubs:353590
UUID:: uuid:208c1eb9-fe56-439e-8006-218bc10d3edc
Local pid:: pubs:353590
Source identifiers:: 353590
Deposit date:: 2013-09-24

Terms of use

Copyright date:: 2010

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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