Wiener's test for random walks with mean zero and finite variance

DOI10.1214/aop/1022855424zbMath0936.60038OpenAlexW2153354317MaRDI QIDQ1307085

Kôhei Uchiyama

Publication date: 23 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855424

zbMATH Keywords

Green's functionMarkov chainmultidimensional random walkLaplace discrete operatortransient setWiener's test

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45) Discrete potential theory (31C20)

Related Items (4)

Strong law of large numbers on graphs and groups ⋮ Favorite sites of randomly biased walks on a supercritical Galton-Watson tree ⋮ Moderate deviations for a random walk in random scenery ⋮ Angular asymptotics for random walks

Cites Work

• Wiener's test and Markov chains
• Potentials and the random walk
• The law of the iterated logarithm for identically distributed random variables
• Wiener’s test for space-time random walks and its applications

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