Recurrence rates and hitting-time distributions for random walks on the line
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Pene, F, Saussol, B and Zweimüller, R (2010) Recurrence rates and hitting-time distributions for random walks on the line Annals of Probability, 41.
Full text not available from this repository.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 |
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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 : | |
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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