Transient Phenomena for Random Walks with Nonidentically Distributed Jumps with Infinite Variances

DOI10.1137/S0040585X97981627MaRDI QIDQ5472373zbMATH OpenFDO

Authors A. A. Borovkov

Publication date 9 June 2006

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97981627

zbMATH Keywords

convergence to stable processesmaxima of partial sumsnonidentically distributed summands

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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(9)

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• On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case
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• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
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