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Recurrence rates and hitting-time distributions for random walks on the line

Pene, F, Saussol, B and Zweimüller, R (2010) Recurrence rates and hitting-time distributions for random walks on the line Annals of Probability, 41.

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Abstract

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as r goes to zero, of the return time to (-r,r). We then refine this result by establishing a limit theorem for the hitting-time distributions of (x-r,x+r) with arbitrary real x.

Item Type: Article
Authors :
NameEmailORCID
Pene, FUNSPECIFIEDUNSPECIFIED
Saussol, BUNSPECIFIEDUNSPECIFIED
Zweimüller, RUNSPECIFIEDUNSPECIFIED
Date : 26 March 2010
Identification Number : 10.1214/11-AOP698
Uncontrolled Keywords : math.PR, math.PR
Related URLs :
Depositing User : Symplectic Elements
Date Deposited : 17 May 2017 11:59
Last Modified : 17 May 2017 11:59
URI: http://epubs.surrey.ac.uk/id/eprint/833557

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