Electronic Communications in Probability

Weak convergence of the number of zero increments in the random walk with barrier

Alexander Marynych and Glib Verovkin

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We continue the line of research of random walks with a barrier initiated by Iksanov and Möhle (2008). Assuming that the tail of the step of the underlying random walk has a power-like behavior at infinity with the exponent $-\alpha$, $\alpha\in.

Article information

Electron. Commun. Probab., Volume 19 (2014), paper no. 74, 11 pp.

Accepted: 31 October 2014
First available in Project Euclid: 7 June 2016

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Zentralblatt MATH identifier

Primary: 60C05: Combinatorial probability
Secondary: 60G09: Exchangeability

random walk with barrier recursion with random indices renewal process undershoot

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Marynych, Alexander; Verovkin, Glib. Weak convergence of the number of zero increments in the random walk with barrier. Electron. Commun. Probab. 19 (2014), paper no. 74, 11 pp. doi:10.1214/ECP.v19-3641. https://projecteuclid.org/euclid.ecp/1465316776

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