Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$

DOI10.1007/978-3-319-92420-5_14zbMath1452.60029OpenAlexW2885549091MaRDI QIDQ5126600

Laurent Serlet

Publication date: 20 October 2020

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

Full work available at URL: https://doi.org/10.1007/978-3-319-92420-5_14

zbMATH Keywords

recurrenceinvariance principlerecordsperturbed random walkperturbed Brownian motiononce-reinforced random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
• A survey of random processes with reinforcement
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• Perturbed Brownian motions
• Hitting times for the perturbed reflecting random walk
• Upper and lower limits of doubly perturbed Brownian motion
• Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions

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