Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set

DOI10.1016/j.spa.2019.02.006zbMath1427.60080arXiv1901.05568OpenAlexW2964237460MaRDI QIDQ2280024

Kôhei Uchiyama

Publication date: 17 December 2019

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

Full work available at URL: https://arxiv.org/abs/1901.05568

zbMATH Keywords

domain of attractionstable processtransition probabilityfirst-passage timekilled at the originone dimensional random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45) Stable stochastic processes (60G52)

Related Items (3)

Computing the exponent of a Lebesgue space ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Scaling limits of random walk bridges conditioned to avoid a finite set

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