Transient nearest neighbor random walk and Bessel process

DOI10.1007/S10959-008-0165-7MaRDI QIDQ1047153zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Antónia Földes, Pál Révész

Publication date 4 January 2010

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.0778

zbMATH Keywords

strong invariance principlenearest neighbor random walktransient Bessel process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Abstract: We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to share the same strong limit theorems. It is shown furthermore, that if the difference between the distributions of two NN random walks are small, then the walks themselves can be constructed so that they are close enough. Finally, some consequences concerning strong limit theorems are discussed.

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Cited in

(8)

• Stochastic acceleration in a random time-dependent potential
• Rate of escape and central limit theorem for the supercritical Lamperti problem
• Excursions and path functionals for stochastic processes with asymptotically zero drifts
• Transient nearest neighbor random walk on the line
• On the transience and recurrence of Lamperti's random walk on Galton-Watson trees
• Cutoff phenomenon for nearest Lamperti's random walk
• Extremum of a time-inhomogeneous branching random walk
• Minima of independent time-inhomogeneous random walks

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