On tightness of the skew random walks
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Publication:428332
DOI10.1155/2012/371025zbMATH Open1259.60080arXiv1106.5042OpenAlexW1982144578WikidataQ58910960 ScholiaQ58910960MaRDI QIDQ428332FDOQ428332
Authors: Youngsoo Seol 
Publication date: 19 June 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Abstract: The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of tightness is based on a fourth-order moment method.
Full work available at URL: https://arxiv.org/abs/1106.5042
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Cites Work
- A basic course in probability theory
- On skew Brownian motion
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface
- On the constructions of the skew Brownian motion
- Title not available (Why is that?)
- Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
- Three-dimensional modeling of mass transfer in porous media using the mixed hybrid finite elements and the random-walk methods
- Brownian motions on a half line
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