On decoupled standard random walks

DOI10.1007/S10959-024-01394-6MaRDI QIDQ6660191zbMATH OpenFDO

Authors Gerold Alsmeyer, Alexander Iksanov, Zakhar Kabluchko

Publication date 10 January 2025

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10959-024-01394-6

zbMATH Keywords

decoupled renewal processfunctional limit theoremGinibre point processlarge deviationrandom walkstationary Gaussian processstrong law of large numbers

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Cited in

(3)

• A family of log-correlated Gaussian processes
• Limit theorems for decoupled renewal processes
• On tail behavior of infinite sums of independent indicators

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