Stability of overshoots of zero mean random walks
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Publication:782804
DOI10.1214/20-EJP463zbMath1459.60094arXiv1812.05909OpenAlexW3035434498MaRDI QIDQ782804
Aleksandar Mijatović, Vladislav V. Vysotsky
Publication date: 29 July 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05909
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (2)
Crossings states and sets of states in random walks ⋮ Limit theorems for local times and applications to SDEs with jumps
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