Points of increase for random walks

DOI10.1007/BF02761045zbMATH Open0860.60052OpenAlexW2062918055MaRDI QIDQ1817281FDOQ1817281

Yuval Peres

Publication date: 1 December 1996

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02761045

zbMATH Keywords

random walkBrownian motionpoint of increase

Mathematics Subject Classification ID

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

Cites Work

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• On nonincrease of Brownian motion
• Brownian motion never increases: A new proof to a result of Dvoretzky, Erdős and Kakutani
• Increase of a lévy process with no positive jumps
• Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes

Cited In (6)

• Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence
• Rates of convergence for lamplighter processes
• Points of increase of the Brownian sheet
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• A critique of distributional analysis in the spatial model
• Points of increase of functions in the plane

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