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| HAL: hal-00465047, version 2 |
| arXiv: 1003.5073 |
| DOI: 10.1214/11-AOP698 |
| Detailed view |  Export this paper |
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| Annals of Probability 41, 2 (2013) 619-635 |
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| Available versions: | v1 (2010-03-26) | v2 (2013-03-18) |
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| Recurrence rates and hitting-time distributions for random walks on the line |
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Francoise Pene 1Benoît Saussol 1 |
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| (2013-03-15) |
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| 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. |
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| 1: | Laboratoire de mathématiques de Brest (LM) |
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CNRS : UMR6205 – Université de Bretagne Occidentale [UBO] – Institut Supérieur des Sciences et Technologies de Brest (ISSTB) |
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| 2: | Fakultät für Mathematik |
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Universität Wien |
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| Subject | : | Mathematics/Probability |
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| random walk – recurrence rate – hitting-time distribution |
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| hal-00465047, version 2 | |
| http://hal.univ-brest.fr/hal-00465047 | |
| oai:hal.univ-brest.fr:hal-00465047 | |
| From: Benoit Saussol | |
| Submitted on: Monday, 18 March 2013 10:18:23 | |
| Updated on: Monday, 18 March 2013 20:38:45 | |
