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2014 Weak convergence of the number of zero increments in the random walk with barrier
Alexander Marynych, Glib Verovkin
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Electron. Commun. Probab. 19: 1-11 (2014). DOI: 10.1214/ECP.v19-3641

Abstract

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.

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Alexander Marynych. Glib Verovkin. "Weak convergence of the number of zero increments in the random walk with barrier." Electron. Commun. Probab. 19 1 - 11, 2014. https://doi.org/10.1214/ECP.v19-3641

Information

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

zbMATH: 1320.60110
MathSciNet: MR3274520
Digital Object Identifier: 10.1214/ECP.v19-3641

Subjects:
Primary: 60C05
Secondary: 60G09

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