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arxiv: 1603.07587 · v1 · pith:C7QWC7TWnew · submitted 2016-03-24 · 🧮 math.PR

Logarithmic scaling of planar random walk's local times

classification 🧮 math.PR
keywords localplanarprocessrandomtimetopologywalkconvergence
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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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