On the Number of Turns in Reduced Random Lattice Paths

Abstract

We consider the tree-reduced path of a symmetric random walk on ℤ d . It is interesting to ask about the number of turns T n in the reduced path after n steps. This question arises from inverting the signatures of lattice paths: T n gives an upper bound of the number of terms in the signature needed to reconstruct a ‘random’ lattice path with n steps. We show that, when n is large, the mean and variance of T n in the asymptotic expansion have the same order as n, while the lower-order terms are O(1). We also obtain limit theorems for T n, including the large deviations principle, central limit theorem, and invariance principle. Similar techniques apply to other finite patterns in a lattice path.