Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/85681
Type: Artigo de periódico
Title: On Range And Local Time Of Many-dimensional Submartingales
Author: Menshikov M.
Popov S.
Abstract: We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of ℝd, d≥2. For this process, we assume that it has uniformly bounded jumps, and is uniformly elliptic (can advance by at least some fixed amount with respect to any direction, with uniformly positive probability). Also, we assume that the projection of this process on some fixed vector is a submartingale, and that a stronger additional condition on the direction of the drift holds (this condition does not exclude that the drift could be equal to 0 or be arbitrarily small). The main result is that with very high probability the number of visits to any fixed site by time n is less than n1/2-δ for some δ > 0. This in its turn implies that the number of different sites visited by the process by time n should be at least n1/2+δ. © 2012 Springer Science+Business Media, LLC.
Editor: Springer New York LLC
Rights: fechado
Identifier DOI: 10.1007/s10959-012-0431-6
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-84899511442&partnerID=40&md5=a56db574e84410efe5ce0c4d913d3aea
Date Issue: 2014
Appears in Collections:Unicamp - Artigos e Outros Documentos

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