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math.PR20051 cited

Heavy points of a d-dimensional simple random walk

Endre Csáki, Antónia Földes, Pál Révész

For a simple symmetric random walk in dimension , a uniform strong law of large numbers is proved for the number of sites with given local time up to time .

math.PR200537 cited

Closures of exponential families

Imre Csiszar, Frantisek Matus

The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of con…

math.PR2005

On the increments of the principal value of Brownian local time

Endre Csáki, Yueyun Hu

Let be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{\d s \over W(s)} := \lim_{ε\to0} \int_0^t 1_{(|W(s)|> ε)} {\d s \over W(s)} $ as Cauchy's princ…

math.PR20041 cited

On a multivariate version of Bernstein's inequality

P. Major

We prove a multivariate version of Bernstein's inequality about the probability that degenerate -statistics take a value larger than some number . This is an improvement of f…

math.PR2004

Hydrodynamic limit for perturbation of a hyperbolic equilibrium point in two-component systems

Benedek Valko

We consider one-dimensional, locally finite interacting particle systems with two conservation laws. The models have a family of stationary measures with product structure and we a…

math.PR2003

Waiting for a bat to fly by (in polynomial time)

Itai Benjamini, Gady Kozma, Laszlo Lovasz +2

We observe returns of a simple random walk on a finite graph to a fixed node, and would like to infer properties of the graph, in particular properties of the spectrum of the trans…