A radial invariance principle for non-homogeneous random walks

DOI10.1214/18-ECP159zbMath1401.60133arXiv1708.07683MaRDI QIDQ1990023

Aleksandar Mijatović, Nicholas Georgiou, Andrew R. Wade

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07683

zbMATH Keywords

Bessel processinvariance principlenon-homogeneous random walk

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Invariance principle for non-homogeneous random walks ⋮ A note on the exact simulation of spherical Brownian motion

Cites Work

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• Symmetric random walks in random environments
• Weak convergence of a random walk in a random environment
• On the strong and weak solutions of stochastic differential equations governing Bessel processes
• Non-homogeneous Random Walks
• Anomalous recurrence properties of many-dimensional zero-drift random walks
• Probability: A Graduate Course

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