Scaling limit of the local time of the (1,L)-random walk
classification
🧮 math.PR
keywords
randomwalkbrownianconvergeslocalmotionscalingtime
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It is well known (Donsker's Invariance Principle) that the random walk converges to Brownian motion by scaling. In this paper, we will prove that the scaled local time of the $(1,L)-$random walk converges to that of the Brownian motion. The results was proved by Rogers (1984) in the case $L=1$. Our proof is based on the intrinsic multiple branching structure within the $(1,L)-$random walk revealed by Hong and Wang (2013).
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