Excursions and path functionals for stochastic processes with asymptotically zero drifts

DOI10.1016/j.spa.2013.02.001zbMath1337.60056arXiv1208.0620OpenAlexW2058885596MaRDI QIDQ2444628

Andrew R. Wade, Mikhail V. Menshikov, Ostap Hryniv

Publication date: 10 April 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0620

zbMATH Keywords

excursionspath integraladditive functionalsmaximumpassage timepath functionalscentre of massLamperti's problemcentrally biased random walk

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Statistical mechanics of polymers (82D60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sample path properties (60G17) Local time and additive functionals (60J55)

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