Divergence of a random walk through deterministic and random subsequences (Q1368995)
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English | Divergence of a random walk through deterministic and random subsequences |
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Divergence of a random walk through deterministic and random subsequences (English)
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19 March 1998
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Let \((S_n)_{n\in\mathbb{N}_0}\) be a random walk on the integers, and let \(T(a)\) be its exit time from the interval \([-a,a]\) for \(a\in\mathbb{N}\). The authors relate assertions about the divergence of \(S_n\) resp. \(S_n/n\) to infinity as \(n\to\infty\) to assertions about the divergence of \(S_{T(a)}/T(a)\) to infinity as \(a\to\infty\), also along subsequences. Two of their main results state that \(\lim_{i\to\infty} P(S_{n_i}\geq 0)=1\) (resp. \(S_{n_i}/n_i \to \infty\) in probability) for some nonrandom subsequence \(n_i\to \infty\) is equivalent to \(\lim_{i\to\infty}P(S_{T(a_i)}\geq 0)=1\) (resp. \(S_{T(a_i)}/ T(a_i) \to \infty\) in probability) for some nonrandom subsequence \(a_i\to\infty\). Two more main results state the above equivalences for the sequences \(n_i = i\) resp. \(a_i = i\). Also analytic characterizations in terms of truncated mean and variance of the step distribution of the walk are given. Various related results are discussed and compared.
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strong limit points
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random walks
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divergence criteria
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laws of large numbers
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passage times
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