Excursions and path functionals for stochastic processes with asymptotically zero drifts
DOI10.1016/j.spa.2013.02.001zbMath1337.60056arXiv1208.0620MaRDI QIDQ2444628
Ostap Hryniv, Andrew R. Wade, Mikhail V. Menshikov
Publication date: 10 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.0620
excursions; path integral; additive functionals; maximum; passage time; path functionals; centre of mass; Lamperti's problem; centrally biased random walk
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
82D60: Statistical mechanics of polymers
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G17: Sample path properties
60J55: Local time and additive functionals
