Asymptotic results on occupancy times of random walks
In this note we derive, using Wald's theorem asymptotic results on mean occupancy time of an interval for random walks with arbitrary transition probabilities. We show that our results are consistent with those obtained (by Weiss, Ref. 2) via the master equation approach, by demonstrating that the resulting infinite series can be summed exactly.
Key wordsLattice random walks occupation times first passage times continuum limit Wald's identity
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