Limit theorems for local and occupation times of random walks and Brownian motion on a spider
classification
🧮 math.PR
keywords
localtimesbrownianlegslimitmotionoccupationrandom
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A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs we establish limit theorems on local and occupation times in n steps.
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