A note on recurrent random walks

DOI10.1016/J.SPL.2005.12.001MaRDI QIDQ2493872zbMATH OpenOpenAlexFDO

Authors Dimitrios Cheliotis

Publication date 16 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610056

zbMATH Keywords

stable distributionssymmetric distributionsrecurrence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on (g_n)_{n>0} and the distribution of S_1 determining the set of accumulation points for (g_n S_n)_{n>0}. This extends, with a simpler proof, a result of K.L. Chung and P. Erdos. Finally, for recurrent, symmetric random walks, we give a criterion characterizing the increasing sequences (g_n)_{n>0} of positive numbers for which liminf g_n|S_n|=0.

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Cited in

(14)

• Recurrence rates and hitting-time distributions for random walks on the line
• Recurrence and windings of two revolving random walks
• Recurrence of multidimensional persistent random walks. Fourier and series criteria
• Recurrent random walks, Liouville's theorem and circle packings
• Quantitative recurrence in two-dimensional extended processes
• Random Walks with Drift – A Sequential Approach
• Delta-functions on recurrent random walks
• scientific article; zbMATH DE number 7662446 (Why is no real title available?)
• Recurrence of Symmetric Random Walks
• Anomalous recurrence properties of many-dimensional zero-drift random walks
• Random walks with “back buttons” (extended abstract)
• Recurrence of reinforced random walk on a ladder
• Recurrence of horizontal-vertical walks
• scientific article; zbMATH DE number 4123000 (Why is no real title available?)

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