Recurrence rates and hitting-time distributions for random walks on the line

Abstract : We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as r goes to zero, of the return time to (-r,r). We then refine this result by establishing a limit theorem for the hitting-time distributions of (x-r,x+r) with arbitrary real x.
docType_s :
Journal articles
Annals of Probability, Institute of Mathematical Statistics (IMS), 2013, 41 (2), pp.619-635. <10.1214/11-AOP698>


http://hal.univ-brest.fr/hal-00465047
Contributor : Benoit Saussol <>
Submitted on : Monday, March 18, 2013 - 10:00:18 AM
Last modification on : Monday, March 18, 2013 - 8:00:38 PM

Files

aop698.pdf
fileSource_public_author

Identifiers

Collections

Citation

Francoise Pene, Benoît Saussol, Roland Zweimüller. Recurrence rates and hitting-time distributions for random walks on the line. Annals of Probability, Institute of Mathematical Statistics (IMS), 2013, 41 (2), pp.619-635. <10.1214/11-AOP698>. <hal-00465047v2>

Export

Share

Metrics

Consultation de la notice

132