Random walks with stochastically bounded increments: Foundations and characterization results

DOI10.1007/BF03322413MaRDI QIDQ1174609zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer

Publication date 25 June 1992

Published in Results in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03322413

zbMATH Keywords

law of large numbersmartingale theoryrandom walksrenewal theorystability condition

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites work

• A note on random times
• scientific article; zbMATH DE number 3175632 (Why is no real title available?)
• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• On the moments of certain first passage times for linear growth processes
• Properties of optimal extended-valued stopping rules for S_n/n
• Random Walks with Stochastically Bounded Increments: Renewal Theory

Cited in

(9)

• Blackwell's renewal theorem for certain linear submartingales and coupling
• \(L_ 2\)-lower bounds for a special class of random walks
• Random walks with \(k\)-wise independent increments
• scientific article; zbMATH DE number 6692712 (Why is no real title available?)
• The associated random walk and martingales in random walks with stationary increments
• scientific article; zbMATH DE number 735661 (Why is no real title available?)
• Random Walks and Evolving Sets: Faster Convergences and Limitations
• STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
• Random Walks with Stochastically Bounded Increments: Renewal Theory

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