Joint Statistics of Random Walk on Z¹ and Accumulation of Visits
classification
🧮 math.PR
keywords
distributionwalkjointrandomaccumulationdiffusionformfunction
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We obtain the joint distribution $P_N (X, K|Z)$ of the location $X$ of a one-dimensional symmetric next neighbor random walk on the integer lattice, and the number of times the walk has visited a specified site $Z$. This distribution has a simple form in terms of the one variable distribution $p_{N'}(X')$, where $N'=N-K$ and $X'$ is a function of $X, K$, and $Z$. The marginal distribution of $X$ and $K$ are obtained, as well as their diffusion scaling limits.
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