Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

Fuente: arXiv
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Main Author: Wang, Hua-Ming
Format: Preprint
Published: 2023
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author Wang, Hua-Ming
author_facet Wang, Hua-Ming
contents In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time and/or upcrossing time and weak cutpoints (a point $x$ is called a weak cutpoint if the walk never returns to $x-1$ after its first upcrossing from $x$ to $x+1$). In addition, for the walk with some special local drifts, we also give the order of the expected number of these points in $[1,n].$ Finally, we show that, when properly scaled, the number of these points in $[1,n]$ converges in distribution to a random variable with the standard exponential distribution. Our results answer three conjectures related to the local time, the upcrossing time, and the weak cutpoints proposed by E. Csáki, A. Földes, P. Révész [J. Theoret. Probab. 23 (2) (2010) 624-638].
format Preprint
id arxiv_https___arxiv_org_abs_2306_14376
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
Wang, Hua-Ming
Probability
60J10, 60G50, 60J55
In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time and/or upcrossing time and weak cutpoints (a point $x$ is called a weak cutpoint if the walk never returns to $x-1$ after its first upcrossing from $x$ to $x+1$). In addition, for the walk with some special local drifts, we also give the order of the expected number of these points in $[1,n].$ Finally, we show that, when properly scaled, the number of these points in $[1,n]$ converges in distribution to a random variable with the standard exponential distribution. Our results answer three conjectures related to the local time, the upcrossing time, and the weak cutpoints proposed by E. Csáki, A. Földes, P. Révész [J. Theoret. Probab. 23 (2) (2010) 624-638].
title Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
topic Probability
60J10, 60G50, 60J55
url https://arxiv.org/abs/2306.14376