A functional limit theorem for a 2d-random walk with dependent marginals
A functional limit theorem for a 2d-random walk with dependent marginals
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具有相关边际的二维随机游走的函数极限定理
DOI：
10.1214/ecp.v13-1386
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发表时间：
2007
影响因子：
0.5
通讯作者：
A. Ny
中科院分区：
文献类型：
--
作者：
N. Guillotin;A. Ny
证明了随机定向格上二维简单随机游动的一个非标准泛函极限定理。这种随机游走，已经知道是瞬态的，具有不同的水平和垂直波动，导致函数极限定理中的不同归一化，具有非高斯水平行为。我们还证明了水平和垂直分量不是渐近独立的。
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional limit theorem, with a non-Gaussian horizontal behavior. We also prove that the horizontal and vertical components are not asymptotically independent.