On a zero-one law for the norm process of transient random walk

DOI10.1007/978-3-642-15217-7_4zbMATH Open1221.60068arXiv0907.2588OpenAlexW1613954791WikidataQ58331048 ScholiaQ58331048MaRDI QIDQ3086795FDOQ3086795

Ayako Matsumoto, Kouji Yano

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Abstract: A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.

Full work available at URL: https://arxiv.org/abs/0907.2588

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zbMATH Keywords

random walklocal timezero-one lawJeulin's lemma

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Zero-one laws (60F20) Local time and additive functionals (60J55)

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Cited In (2)

• Recurrence of the plane elephant random walk
• Perpetual integrals for Lévy processes

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