Logarithmic scaling of planar random walk's local times
classification
🧮 math.PR
keywords
localplanarprocessrandomtimetopologywalkconvergence
read the original abstract
We prove that the local time process of a planar simple random walk, when time is scaled logarithmically, converges to a non-degenerate pure jump process. The convergence takes place in the Skorokhod space with respect to the $M1$ topology and fails to hold in the $J1$ topology.
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