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arXiv:1004.4845 [math.PR]AbstractReferencesReviewsResources

An asymptotic variance of the self-intersections of random walks

George Deligiannidis, Sergey Utev

Published 2010-04-27Version 1

We present a Darboux-Wiener type lemma and apply it to obtain an exact asymptotic for the variance of the self-intersection of one and two-dimensional random walks. As a corollary, we obtain a central limit theorem for random walk in random scenery conjectured by Kesten and Spitzer in 1979.

Categories: math.PR
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