Limit theorems for random walks

DOI10.1016/j.spa.2017.02.008zbMath1395.60050arXiv1504.01759OpenAlexW2963108829MaRDI QIDQ2403706

Wojciech Cygan, Bartosz Trojan, 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

zbMATH Keywords

subordinationregular variationasymptotic formulafunctional limit theoremrandom walkstrong ratio limit theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items

Central limit theorem for the capacity of the range of stable random walks, Asymptotic behavior of densities of unimodal convolution semigroups, Transition probability estimates for subordinate random walks, Invariance principle for the capacity and the cardinality of the range of stable random walks, Critical two-point function for long-range \(O(n)\) models below the upper critical dimension, Critical exponents for long-range \(\mathrm O(n)\) models below the upper critical dimension, Harnack inequality for subordinate random walks, On recurrence of the multidimensional Lindley process, Long time behavior of random walks on the integer lattice, Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination

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