On tightness of the skew random walks (Q428332): Difference between revisions

Summary: The primary purpose of this paper is to prove tightness of \(\alpha\)-skew random walks. The tightness result implies, in particular, that the \(\alpha\)-skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of tightness is based on a fourth-order moment method.

0 references

zbMATH Keywords

\(\alpha\)-skew random walks

0 references

scaling limit

0 references

fourth-order moment method

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Brownian motions on a half line

0 references

On skew Brownian motion

0 references

Three-dimensional modeling of mass transfer in porous media using the mixed hybrid finite elements and the random-walk methods

0 references

On the constructions of the skew Brownian motion

0 references

Occupation and local times for skew Brownian motion with applications to dispersion across an interface

0 references

Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle

0 references

Q3998410

0 references

A basic course in probability theory

0 references

Identifiers

zbMATH Open document ID

1259.60080

0 references

DOI

10.1155/2012/371025

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:428332

@@ Property / review text @@
+Summary: The primary purpose of this paper is to prove tightness of \(\alpha\)-skew random walks. The tightness result implies, in particular, that the \(\alpha\)-skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of tightness is based on a fourth-order moment method.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6047873
@@ Property / zbMATH DE Number: 6047873 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(\alpha\)-skew random walks
@@ Property / zbMATH Keywords: \(\alpha\)-skew random walks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+scaling limit
@@ Property / zbMATH Keywords: scaling limit / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fourth-order moment method
@@ Property / zbMATH Keywords: fourth-order moment method / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q58910960
@@ Property / Wikidata QID: Q58910960 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1982144578
@@ Property / OpenAlex ID: W1982144578 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5042
@@ Property / arXiv ID: 1106.5042 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motions on a half line
@@ Property / cites work: Brownian motions on a half line / rank @@
+Normal rank
@@ Property / cites work @@
+On skew Brownian motion
@@ Property / cites work: On skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Three-dimensional modeling of mass transfer in porous media using the mixed hybrid finite elements and the random-walk methods
+Normal rank
@@ Property / cites work @@
+On the constructions of the skew Brownian motion
@@ Property / cites work: On the constructions of the skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
+Normal rank
@@ Property / cites work @@
+Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
+Normal rank
@@ Property / cites work @@
+Q3998410
@@ Property / cites work: Q3998410 / rank @@
+Normal rank
@@ Property / cites work @@
+A basic course in probability theory
@@ Property / cites work: A basic course in probability theory / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:428332