Recurrence properties of a special type of heavy-tailed random walk

DOI10.1007/S10955-010-0116-4zbMATH Open1223.60021arXiv1603.07586OpenAlexW3104024840MaRDI QIDQ629894FDOQ629894

Authors: Péter Nándori 

Publication date: 10 March 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the similar properties of Simple Symmetric Random Walk. However, in the case of Lorentz process with infinite horizon, the analogous results for the corresponding random walk are not known, either. In this paper, these properties are ascertained for the appropriate random walk (this happens to be in the non normal domain of attraction of the normal law). As a tool, an estimation of the remainder term in the local limit theorem for the corresponding random walk is computed.

Full work available at URL: https://arxiv.org/abs/1603.07586

Recommendations

• Recurrence properties of planar Lorentz process
• Limit laws and recurrence for the planar Lorentz process with infinite horizon
• Recurrence of Symmetric Random Walks
• Maximal increments of local time of a random walk
• The problem of recurrence for Lorentz processes

zbMATH Keywords

random walklocal limit theoremrecurrenceheavy tail

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Some remarks on the rate of convergence to stable laws
• On Occupation Times for Markoff Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Recurrence properties of planar Lorentz process
• Statistical properties of Lorentz gas with periodic configuration of scatterers
• Limit laws and recurrence for the planar Lorentz process with infinite horizon
• Anomalous current in periodic Lorentz gases with infinite horizon
• Advanced statistical properties of dispersing billiards
• Locally perturbed random walks with unbounded jumps
• Random walk in an inhomogeneous medium with local impurities
• Title not available (Why is that?)
• Number of distinct sites visited by a random walk with internal states

Cited In (9)

• Slow convergence in generalized central limit theorems
• Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications
• Heavy-tailed random walks on complexes of half-lines
• Anomalous recurrence properties of many-dimensional zero-drift random walks
• A random flight process associated to a Lorentz gas with variable density in a gravitational field
• Heavy tail properties of stationary solutions of multidimensional stochastic recursions
• Uniformly expanding Markov maps of the real line: exactness and infinite mixing
• A bound in the stable \((\alpha)\), \(1 < \alpha \leq 2\), limit theorem for associated random variables with infinite variance
• On \(1/f\) noise

This page was built for publication: Recurrence properties of a special type of heavy-tailed random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q629894)