Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.12202/9576
Title: | Recurrence properties of a special type of heavy-tailed random walk |
Authors: | Nándori, Péter 0000-0001-8238-6653 |
Keywords: | Random walk Heavy tail Recurrence Local limit theorem |
Issue Date: | 2011 |
Citation: | Nándori, P. (2011). Recurrence properties of a special type of heavy-tailed random walk. Journal of Statistical Physics: 1, 142(2), 342–355. https://doi-org.ezproxy.yu.edu/10.1007/s10955-010-0116-4 |
Series/Report no.: | Journal of Statistical Physics;1 |
Abstract: | In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the similar properties of Simple Symmetric Random Walk. How- ever, in the case of Lorentz process with infinite horizon, the analogous results for the corresponding random walk are not known, either. In this paper, these properties are ascertained for the appropri- ate random walk (this happens to be in the non normal domain of attraction of the normal law). As a tool, an estimation of the remainder term in the local limit theorem for the corresponding random walk is computed. |
Description: | Scholarly article / OA (arXiv PDF) |
URI: | https://hdl.handle.net/20.500.12202/9576 |
ISSN: | 0022-4715 1572-9613 |
Appears in Collections: | Stern College for Women -- Faculty Publications |
Files in This Item:
File | Description | Size | Format | |
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Nandori OA arXiv Recurrence 2011 1603.07586.pdf | 165.03 kB | Adobe PDF | View/Open |
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