Limit theorem for perturbed random walks
From MaRDI portal
Abstract: We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at whenever they cross that point. We show that the perturbed random walk, after being rescaled in a proper way, converges to a skew Brownian motion whose parameter is defined by renewal functions of the simple random walks and the transition probabilities from .
Recommendations
- A functional limit theorem for locally perturbed random walks
- On a limit behaviour of a one-dimensional random walk with non-integrable impurity
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- Limit behavior of symmetric random walks with a membrane
- A local limit theorem for perturbed random walks
Cited in
(19)- The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton
- Local central limit theorem for a random walk perturbed in one point
- Snakes and perturbed random walks
- On a skew stable Lévy process
- Functional limit theorems for random walks perturbed by positive alpha-stable jumps
- On a limit behaviour of a one-dimensional random walk with non-integrable impurity
- A functional limit theorem for locally perturbed random walks
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- Stopped Random Walks
- Interpolating between random walk and rotor walk
- On a limit behavior of a random walk with modifications upon each visit to zero
- Small drift limit theorems for random walks
- Limit theorem for reflected random walks
- A random walk analogue of Lévy’s Theorem
- Locally perturbed random walks with unbounded jumps
- Limit behaviour of random walks on ℤmwith two-sided membrane
- Simple random walk on \(\mathbb{Z}^2\) perturbed on the axes (renewal case)
- On multidimensional locally perturbed standard random walks
- Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
This page was built for publication: Limit theorem for perturbed random walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3305898)
