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A note about the maximum local time of a random walk on the square lattice

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WORLD SCIENTIFIC PUBL CO PTE LTD
DOI: 10.1142/S0129183124500190

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Random walk; simple random walk; local time; maximum local time

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This paper presents a numerical analysis of the average value of the Maximum Local Time, L-n*, in the Simple Random Walk on the square lattice. It is known from previous studies that the sequence ?(n):=((logn)2)(Ln)* converges to p. The author found numerical evidence showing that the average value of ?(n) (?n over bar ) increases until a certain value of n, referred to as n(c), after which it decreases and approaches p. Furthermore, estimates for nc and ?(n)c are provided.
This paper conducts a numerical analysis of the behavior of the average value of the Maximum Local Time, L-n*, in the Simple Random Walk on the square lattice. It has been established in the literature that the sequence ?(n):=((logn)2)(Ln)* converges to p. The author found numerical evidence that the average value of ?(n) (?n over bar ) increases until a certain value of n, denoted as n(c), after which it decreases and approaches p. Furthermore, estimates are presented for nc and ?(n)c .

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