On Number of Turns in Reduced Random Lattice Paths

preprint2011arXivOpen access

Abstract

We consider the tree-reduced path of symmetric random walk on $\ZZ^{d}$. It is interesting to ask about the number of turns TnT_n in the reduced path after nn steps. This question arises from inverting signature for lattice paths. We show that, when nn is large, the mean and variance of TnT_n have the same order as nn, while the second order terms are O(1). We then use these estimates to obtain limit theorems for TnT_n. Similar results hold for any other finite patterns as well.

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