Transient nearest neighbor random walk on the line

DOI10.1007/S10959-007-0137-3MaRDI QIDQ1014049zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Antónia Földes, Pál Révész

Publication date 24 April 2009

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

Full work available at URL https://arxiv.org/abs/0707.0734

zbMATH Keywords

local timestrong theoremstransient random walk

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Abstract: We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over which the walk runs through (always from left to right) without ever returning.

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Cited in

(12)

• Transient nearest neighbor random walk and Bessel process
• Extremum of a time-inhomogeneous branching random walk
• Cutoff phenomenon for nearest Lamperti's random walk
• On the transience and recurrence of Lamperti's random walk on Galton-Watson trees
• Rate of escape and central limit theorem for the supercritical Lamperti problem
• scientific article; zbMATH DE number 1894368 (Why is no real title available?)
• Minima of independent time-inhomogeneous random walks
• Asymptotics of product of nonnegative 2-by-2 matrices with applications to random walks with asymptotically zero drifts
• On a maximum of some random walk on lattice of half line
• Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
• On the number of cutpoints of the transient nearest neighbor random walk on the line
• On the local times of transient random walks

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