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

DOI10.1007/S10959-005-3507-8MaRDI QIDQ1780929zbMATH OpenOpenAlexFDO

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

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)

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• On subordinate random walks
• Limit theorems for random walks
• On the weak convergence of subordinated systems
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• Divergence of a random walk through deterministic and random subsequences

Cites work

• scientific article; zbMATH DE number 2149876 (Why is no real title available?)
• A note on the strong law of large numbers
• Stability and attraction to normality for Lévy processes at zero and at infinity
• Stability and other limit laws for exit times of random walks from a strip or a halfplane
• Stochastic bounds for Lévy processes.
• The Limit Points of a Normalized Random Walk
• Two renewal theorems for general random walks tending to infinity

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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