Some aspects of fluctuations of random walks on R and applications to random walks on R+ with non-elastic reflection at 0

zbMath1287.60056arXiv1301.5713MaRDI QIDQ2866842

Rim Essifi, Kilian Raschel, Marc Peigné

Publication date: 9 December 2013

Full work available at URL: https://arxiv.org/abs/1301.5713

zbMATH Keywords

fluctuations; hitting times; Wiener-Hopf factorization; random walk on \(\mathbb R\)

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

31C05: Harmonic, subharmonic, superharmonic functions on other spaces

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