On a problem of Erdös and Taylor
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Publication:2563932
DOI10.1214/aop/1039639361zbMath0862.60068OpenAlexW2075017968MaRDI QIDQ2563932
Thomas M. Lewis, Davar Khoshnevisan, Zhan Shi
Publication date: 25 May 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039639361
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17)
Related Items (4)
Rate of escape of conditioned Brownian motion ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Brownian sheet and capacity ⋮ Transient nearest neighbor random walk and Bessel process
Cites Work
- The Brownian escape process
- Proof of the law of iterated logarithm through diffusion equation
- Strong invariance principles for partial sums of independent random vectors
- On the future infima of some transient processes
- Local asymptotic laws for Brownian motion
- Some problems concerning the structure of random walk paths
- Concerning a Certain Probability Problem
- One-dimensional Brownian motion and the three-dimensional Bessel process
- Uniform rates of convergence for Markov chain transition probabilities
- Zero-One Laws and the Minimum of a Markov Process
- Greedy Search on the Binary Tree with Random Edge-Weights
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
- A note on the Borel-Cantelli lemma
- On the law of the iterated logarithm
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