Indexing metadata

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


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Weak convergence of the number of zero increments in the random walk with barrier
 
2. Creator Author's name, affiliation, country Alexander Marynych; Taras Shevchenko National University of Kiev; Ukraine
 
2. Creator Author's name, affiliation, country Glib Verovkin; Taras Shevchenko National University of Kiev; Ukraine
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random walk with barrier; recursion with random indices; renewal process; undershoot
 
3. Subject Subject classification 60C05; 60G09
 
4. Description 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 $-\alpha$, $\alpha\in(0,1)$, we prove that $V_n$ the number of zero increments before absoprtion in the random walk with the barrier $n$, properly centered and normalized, converges weakly to the standard normal law. Our result complements the weak law of large numbers for $V_n$ proved in Iksanov and Negadailov (2008).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-10-31
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3641
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3641
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.