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

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

F Pene, B Saussol and R Zweimüller
Annals of Probability, Vol.41, pp.2-?
26/03/2010

Abstract

math.PR math.PR
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.
url
http://arxiv.org/abs/1003.5073v2View
Author
url
http://dx.doi.org/10.1214/11-AOP698View

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