RESEARCH ARTICLE

Scaling limit of local time of Sinai’s random walk

  • Wenming HONG 1 ,
  • Hui YANG , 1 ,
  • Ke ZHOU 2
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  • 1. School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, China
  • 2. School of Statistics, University of International Business and Economics, Beijing 100029, China

Received date: 24 Nov 2014

Accepted date: 27 Apr 2015

Published date: 12 Oct 2015

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

We prove that the local times of a sequence of Sinai’s random walks converge to those of Brox’s diffusion by proper scaling. Our proof is based on the intrinsic branching structure of the random walk and the convergence of the branching processes in random environment.

Cite this article

Wenming HONG , Hui YANG , Ke ZHOU . Scaling limit of local time of Sinai’s random walk[J]. Frontiers of Mathematics in China, 2015 , 10(6) : 1313 -1324 . DOI: 10.1007/s11464-015-0485-8

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