Some limit theorems for heights of random walks on spider

Abstract

A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition probabilities are studied, and for a fixed number of legs we investigate how high the walker can go on the legs in $n$ steps. The heights on the legs are also investigated when the number of legs goes to infinity.