On the local time of a recurrent random walk on ℤ²

DOI10.1090/tpms/1156zbMath1479.60067OpenAlexW4205363838MaRDI QIDQ5018757

Vladyslav Bohun, Alexander Marynych

Publication date: 22 December 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1156

zbMATH Keywords

local timeextremal processrandom process with immigrationinverse extremal processrecurrent planar random walksimple symmetric planar walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Cites Work

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• Moment convergence of first-passage times in renewal theory
• Fractionally integrated inverse stable subordinators
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• Asymptotics of random processes with immigration. II: Convergence to stationarity.
• A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
• A functional limit theorem for random processes with immigration in the case of heavy tails
• Functional limit theorems for renewal shot noise processes with increasing response functions
• Stochastic-Process Limits
• Renewal Theory for Perturbed Random Walks and Similar Processes
• Renewal shot noise processes in the case of slowly varying tails
• On the number of jumps of random walks with a barrier

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