On tightness of the skew random walks (Q428332): Difference between revisions
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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. | |||
| 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. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6047873 / rank | |||
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| Property / zbMATH Keywords | |||
\(\alpha\)-skew random walks | |||
| Property / zbMATH Keywords: \(\alpha\)-skew random walks / rank | |||
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| Property / zbMATH Keywords | |||
scaling limit | |||
| Property / zbMATH Keywords: scaling limit / rank | |||
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fourth-order moment method | |||
| Property / zbMATH Keywords: fourth-order moment method / rank | |||
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Revision as of 23:17, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tightness of the skew random walks |
scientific article |
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On tightness of the skew random walks (English)
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19 June 2012
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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.
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\(\alpha\)-skew random walks
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scaling limit
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fourth-order moment method
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