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Journal Articles Annals of Probability Year : 2013

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.
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Dates and versions

hal-00465047 , version 1 (18-03-2010)
hal-00465047 , version 2 (18-03-2013)

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Cite

Françoise Pene, Benoit Saussol, Roland Zweimüller. Recurrence rates and hitting-time distributions for random walks on the line. Annals of Probability, 2013, 41 (2), pp.619-635. ⟨10.1214/11-AOP698⟩. ⟨hal-00465047v2⟩
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