Recurrence rates and hitting-time distributions for random walks on the line - Université de Bretagne Occidentale Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2010

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

Résumé

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.
Fichier principal
Vignette du fichier
BRF06.pdf (197.98 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

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

Identifiants

Citer

Françoise Pene, Benoit Saussol, Roland Zweimüller. Recurrence rates and hitting-time distributions for random walks on the line. 2010. ⟨hal-00465047v1⟩
166 Consultations
192 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More