Points of increase for random walks

DOI10.1007/BF02761045zbMath0860.60052OpenAlexW2062918055MaRDI QIDQ1817281

Yuval Peres

Publication date: 1 December 1996

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02761045

zbMATH Keywords

Brownian motionrandom walkpoint of increase

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (4)

Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Rates of convergence for lamplighter processes ⋮ A critique of distributional analysis in the spatial model ⋮ New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions

Cites Work

• Brownian motion never increases: A new proof to a result of Dvoretzky, Erdős and Kakutani
• On nonincrease of Brownian motion
• Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes
• Increase of a lévy process with no positive jumps
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