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Endre Csáki

Publications and source records attributed to Endre Csáki.

At least 19 recordsLinked to original sources
arXiv2022

Random walks on the two-dimensional K-comb lattice

We study the path behavior of the symmetric walk on some special comb-type subsets of ${\mathbb Z}^2$ which are obtained from ${\mathbb Z}^2$ by generalizing the comb having finitely many horizontal lines instead of one.

math.PR↗
arXiv2018

Two-dimensional anisotropic random walks: fixed versus random column configurations for transport phenomena

We consider random walks on the square lattice of the plane along the lines of Heyde (1982, 1993) and den Hollander (1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions a' la Heyde (1982, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.

math.PR↗
arXiv2015

Some limit theorems for heights of random walks on spider

A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition probabilities are studied, and for a fixed number of legs we investigate how high the walker can go on the legs in $n$ steps. The heights on the legs are also investigated when the number of legs goes to infinity.

math.PR↗
arXiv2015

Some results and problems for anisotropic random walks on the plane

This is an expository paper on the asymptotic results concerning path behaviour of the anisotropic random walk on the two-dimensional square lattice Z^2. In recent years Miklós and the authors of the present paper investigated the properties of this random walk concerning strong approximations, local times and range. We give a survey of these results together with some further problems.

math.PR↗
arXiv2013

Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes

We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called Vervaat process. The first two of these processes are approximated by an appropriately constructed fractional Brownian motion, while the Vervaat process in turn is approximated by the square of the same fractional Brownian motion.

math.PR↗
arXiv2008

On the local time of the asymmetric Bernoulli walk

We study some properties of the local time of the asymmetric Bernoulli walk on the line. These properties are very similar to the corresponding ones of the simple symmetric random walks in higher ($d\geq3$) dimension, which we established in the recent years. The goal of this paper is to highlight these similarities.

math.PR↗
arXiv2008

Transient nearest neighbor random walk and Bessel process

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to share the same strong limit theorems. It is shown furthermore, that if the difference between the distributions of two NN random walks are small, then the walks themselves can be constructed so that they are close enough. Finally, some consequences concerning strong limit theorems are discussed.

math.PR↗
arXiv2007

Transient NN random walk on the line

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over which the walk runs through (always from left to right) without ever returning.

math.PR↗
arXiv2007

On the behavior of random walk around heavy points

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show that they converge to a deterministic limit as the number of steps tends to infinity.

math.PR↗
arXiv2005

Joint asymptotic behavior of local and occupation times

Considering a simple symmetric random walk in dimension $d\geq 3$, we study the almost sure joint asymptotic behavior of two objects: first the local times of a pair of neighboring points, then the local time of a point and the occupation time of the surface of the unit ball around it.

math.PR↗
arXiv2005

On the increments of the principal value of Brownian local time

Let $W$ 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 principal value related to local time. We prove limsup and liminf results for the increments of $Y$.

math.PR↗
arXiv2004

Frequently visited sets for random walks

We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $μ^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in Z^d}μ_n^X(x+A)/\log n$ tends to a finite limit as $n\to\infty$. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green's function of $X$ restricted to the set $A$. Some examples are discussed and the connection to similar results for Brownian motion is given.

math.PR↗
arXiv2004

Strong approximations of three-dimensional Wiener sausages

In this paper we prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated logarithm as well as the convergence in law in terms of process for the normalized Wiener sausage. The proof relies on Le Gall's estimates between the Wiener sausage and the Brownian intersection local times.

math.PR↗