Limit theorems for random walks
From MaRDI portal
Publication:2403706
DOI10.1016/j.spa.2017.02.008zbMath1395.60050arXiv1504.01759MaRDI QIDQ2403706
Bartosz Trojan, Wojciech Cygan, Alexander D. Bendikov
Publication date: 11 September 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.01759
subordination; regular variation; asymptotic formula; functional limit theorem; random walk; strong ratio limit theorem
60G51: Processes with independent increments; Lévy processes
60G50: Sums of independent random variables; random walks
60F17: Functional limit theorems; invariance principles