An asymptotic variance of the self-intersections of random walks
classification
🧮 math.PR
keywords
randomasymptoticobtainvariancewalksapplycentralconjectured
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We present a Darboux-Wiener type lemma and apply it to obtain an exact asymptotic for the variance of the self-intersection of one and two-dimensional random walks. As a corollary, we obtain a central limit theorem for random walk in random scenery conjectured by Kesten and Spitzer in 1979.
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