Transient nearest neighbor random walk and Bessel process
From MaRDI portal
Publication:1047153
DOI10.1007/s10959-008-0165-7zbMath1181.60045arXiv0802.0778OpenAlexW2042764013MaRDI QIDQ1047153
Endre Csáki, Pál Révész, Antónia Földes
Publication date: 4 January 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.0778
Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items
Rate of escape and central limit theorem for the supercritical Lamperti problem ⋮ Cutoff phenomenon for nearest Lamperti's random walk ⋮ Excursions and path functionals for stochastic processes with asymptotically zero drifts ⋮ Minima of independent time-inhomogeneous random walks ⋮ On the transience and recurrence of Lamperti's random walk on Galton-Watson trees ⋮ Extremum of a time-inhomogeneous branching random walk ⋮ Stochastic acceleration in a random time-dependent potential
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random walks
- Transient nearest neighbor random walk on the line
- The upper envelope of positive self-similar Markov Processes
- Analysis of random walks using orthogonal polynomials
- Sample functions of the \(N\)-parameter Wiener process
- On transient Bessel processes and planar Brownian motion reflected at their future infima
- On a problem of Erdös and Taylor
- First return probabilities of birth and death chains and associated orthogonal polynomials
- The measure of the overlap of past and future under a transient bessel process
- An extension of Khintchine's estimate for large deviations to a class of markov chains converging to a singular diffusion
