A random walk on \(\mathbb Z\) with drift driven by its occupation time at zero

DOI10.1016/j.spa.2009.03.002zbMath1169.60315arXiv0711.4871OpenAlexW2031709108MaRDI QIDQ2270891

Alexander Roitershtein, Iddo Ben-Ari, Mathieu Merle

Publication date: 29 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4871

zbMATH Keywords

regular variationinvariance principlelimit theoremsrenewal theoremoscillating random walksKakutani's dichotomyexcursions of random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Zero-one laws (60F20) Functional limit theorems; invariance principles (60F17)

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