A functional limit theorem for lattice oscillating random walks

arXiv2309.05329MaRDI QIDQ6187151FDOQ6187151

Authors: Marc Peigné 

Publication date: 5 February 2024

Full work available at URL: https://arxiv.org/abs/2309.05329

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zbMATH Keywords

Markov chainskew Brownian motioninvariance principleoscillating random walkrenewal sequences of operators

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Criticality for branching processes in random environment
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• On a functional central limit theorem for random walks conditioned to stay positive
• Correlation asymptotics from large deviations in dynamical systems with infinite measure
• Local behaviour of first passage probabilities
• An invariance principle for random walk bridges conditioned to stay positive
• Functional central limit theorems for random walks conditioned to stay positive
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• Moments of ladder variables for driftless random walks
• The oscillating random walk
• Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
• Oscillating random walk with a moving boundary
• The oscillating random walk on \(\mathbb{Z}\)
• Return probabilities for the reflected random walk on \(\mathbb N_0\)
• Limit theorem for reflected random walks

Cited In (1)

• The oscillating random walk on \(\mathbb{Z}\)

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