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It also considers this statistic for the case of a simple random walk, and shows that the limit distribution is different for this case.<\/jats:p>","DOI":"10.1017\/s0266466618000464","type":"journal-article","created":{"date-parts":[[2019,2,12]],"date-time":"2019-02-12T23:59:48Z","timestamp":1550015988000},"page":"170-183","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":1,"title":["THE SUM OF THE RECIPROCAL OF THE RANDOM WALK"],"prefix":"10.1017","volume":"36","author":[{"given":"Jon","family":"Michel","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Robert","family":"de Jong","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2019,2,13]]},"reference":[{"key":"S0266466618000464_ref9","volume-title":"Brownian Motion and Stochastic Calculus","author":"Karatzas","year":"1991"},{"key":"S0266466618000464_ref15","doi-asserted-by":"publisher","DOI":"10.1017\/S026646661100082X"},{"key":"S0266466618000464_ref13","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466604201013"},{"key":"S0266466618000464_ref18","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-06400-9"},{"key":"S0266466618000464_ref1","first-page":"57","article-title":"Comportement asymptotique du temps d\u2019occupation du processus des sommes partielles","volume":"29","author":"Akonom","year":"1993","journal-title":"Annales de l\u2019Institut Henri Poincar\u00e9"},{"key":"S0266466618000464_ref4","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466604203085"},{"key":"S0266466618000464_ref11","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2007.00811.x"},{"key":"S0266466618000464_ref14","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466612000503"},{"key":"S0266466618000464_ref2","article-title":"Limit theorems for functionals of random walks","volume":"195","author":"Borodin","year":"1995","journal-title":"Proceedings of the Steklov Institute of Mathematics"},{"key":"S0266466618000464_ref10","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466699153015"},{"key":"S0266466618000464_ref12","doi-asserted-by":"publisher","DOI":"10.1002\/jae.1080"},{"key":"S0266466618000464_ref3","doi-asserted-by":"publisher","DOI":"10.1007\/BF01058725"},{"key":"S0266466618000464_ref16","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0097320"},{"key":"S0266466618000464_ref6","volume-title":"Exponentials of Unit Root Processes","author":"de Jong","year":"2010"},{"key":"S0266466618000464_ref7","first-page":"139","article-title":"Two limit theorems for the simplest random walk on a line (in Russian)","volume":"10","author":"Dobrushin","year":"1955","journal-title":"Uspekhi Matematicheskikh Nauk"},{"key":"S0266466618000464_ref5","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660505022X"},{"key":"S0266466618000464_ref8","doi-asserted-by":"publisher","DOI":"10.1215\/S0012-7094-54-02128-6"},{"key":"S0266466618000464_ref17","doi-asserted-by":"publisher","DOI":"10.1142\/5847"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466618000464","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,1,24]],"date-time":"2020-01-24T09:38:08Z","timestamp":1579858688000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466618000464\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,2,13]]},"references-count":18,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2020,2]]}},"alternative-id":["S0266466618000464"],"URL":"https:\/\/doi.org\/10.1017\/s0266466618000464","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,2,13]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2019\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}