On the future infima of some transient processes

DOI10.1007/BF01199896MaRDI QIDQ1333573zbMATH OpenOpenAlexFDO

Authors D. Khoshnevisan, Thomas M. Lewis, Wenbo V. Li

Publication date 21 November 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199896

zbMATH Keywords

future infima processrate of escape

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Review text

Let \((X(t)\), \(t \in S)\) be a real-valued stochastic process with \(\mathbb{P} (X(0) = 0) = 1\) and \(\mathbb{P} ({\displaystyle {\lim_{t \to \infty}}} X(t) = \infty) = 1\). We are interested in the reluctance of such a process to tend to infinity. This entails determining the rate of escape of the associated process \((\inf_{s \geq t} X(s), t \in S)\), the so-called future infima process.

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Cited in

(10)

• The limits of Sinai's simple random walk in random environment
• Brownian motion normalized by maximum local time
• Sojourns and future infima of planar Brownian motion
• On transient Bessel processes and planar Brownian motion reflected at their future infima
• Rate of escape of conditioned Brownian motion
• On a problem of Erdös and Taylor
• On the joint distribution of the future infimum and its location for a transient Bessel process
• Escape rates for multidimensional shift self-similar additive sequences
• scientific article; zbMATH DE number 816111 (Why is no real title available?)
• On the future infimum of positive self-similar Markov processes

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