An asymptotic variance of the self-intersections of random walks - Mathematics > ProbabilityReport as inadecuate




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Abstract: We present a Darboux-Wiener type lemma and apply it to obtain an exactasymptotic for the variance of the self-intersection of one and two-dimensionalrandom walks. As a corollary, we obtain a central limit theorem for random walkin random scenery conjectured by Kesten and Spitzer in 1979.



Author: George Deligiannidis, Sergey Utev

Source: https://arxiv.org/



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