On tightness of the skew random walks (Q428332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tightness of the skew random walks |
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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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