THREE FAVORITE SITES OCCURS INFINITELY OFTEN FOR ONE-DIMENSIONAL SIMPLE RANDOM WALK

成果类型:
Article
署名作者:
Ding, Jian; Shen, Jianfei
署名单位:
University of Chicago
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/17-AOP1232
发表日期:
2018
页码:
2545-2561
关键词:
visited sites brownian-motion cover times
摘要:
For a one-dimensional simple random walk (S-t), for each time t we say a site x is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work is inspired by Toth [Ann. Probab. 29 (2001) 484-503], and disproves a conjecture of Erdos and Revesz [In Mathematical Structure-Computational Mathematics-Mathematical Modelling 2 (1984) 152-157] and of Toth [Ann. Probab. 29 (2001) 484-503].