Drift to infinity and the strong law for subordinated random walks and Lévy processes

DOI10.1007/S10959-005-3507-8zbMATH Open1075.60044OpenAlexW2037848481MaRDI QIDQ1780929FDOQ1780929

Authors: Ross A. Maller, K. Bruce Erickson 

Publication date: 14 June 2005

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

Full work available at URL: https://doi.org/10.1007/s10959-005-3507-8

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zbMATH Keywords

random sumsubordinated process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites Work

• Stability and attraction to normality for Lévy processes at zero and at infinity
• Title not available (Why is that?)
• Two renewal theorems for general random walks tending to infinity
• Stochastic bounds for Lévy processes.
• The Limit Points of a Normalized Random Walk
• Stability and other limit laws for exit times of random walks from a strip or a halfplane
• A note on the strong law of large numbers

Cited In (4)

• Probability and algorithmics: a focus on some recent developments
• Exponential functionals of Markov additive processes
• Estimating tails of independently stopped random walks using concave approximations of hazard functions
• On massive sets for subordinated random walks

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