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
Divisions :	Surrey research (other units)
Authors :	Pene, F, Saussol, B and Zweimüller, R
Date :	26 March 2010
DOI :	10.1214/11-AOP698
Uncontrolled Keywords :	math.PR, math.PR
Related URLs :	Author Publisher
Depositing User :	Symplectic Elements
Date Deposited :	17 May 2017 11:59
Last Modified :	24 Jan 2020 21:32
URI:	http://epubs.surrey.ac.uk/id/eprint/833557

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