RECURRENCE RATES AND HITTING-TIME DISTRIBUTIONS FOR RANDOM WALKS ON THE LINE
成果类型：
Article
署名作者：
Pene, Francoise; Saussol, Benoit; Zweimueller, Roland
署名单位：
Universite de Bretagne Occidentale; University of Vienna
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/11-AOP698
发表日期：
2013
页码：
619-635
关键词：
摘要：
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 epsilon -> 0, of the return time to (-epsilon, epsilon). We then refine this result by establishing a limit theorem for the hitting-time distributions of (x - epsilon, x + epsilon) with arbitrary x is an element of R.