On Compactness Properties of the Exit Position of a Random Walk From an Interval

DOI10.1112/S0024611599001793MaRDI QIDQ4487549zbMATH OpenOpenAlexFDO

Authors Philip S. Griffin, Ross A. Maller

Publication date 22 June 2000

Published in Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/s0024611599001793

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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Cited in

(5)

• On Compactness Properties of the Exit Position of a Random Walk From an Interval
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• Renewal theorems and stability for the reflected process
• Compactness and continuity properties for a Lévy process at a two-sided exit time
• On the Exit of One Class of Random Walks from an Interval

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