Joint Statistics of Random Walk on $Z^1$ and Accumulation of Visits

Abstract

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 $p_{N^{\prime }}(X^{\prime })$, where $N^{\prime }=N-K$ and $X^{\prime }$ is a function of $X,K$, and $Z$. The marginal distribution of $X$ and $K$ are obtained, as well as their diffusion scaling limits.

8 pages, 1 figure