On the maximum of a perturbed random walk

DOI10.1016/J.SPL.2014.05.026zbMath1294.60059OpenAlexW1986602087MaRDI QIDQ2251703

Aleksander M. Iksanov, Andrey Yu. Pilipenko

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.05.026

zbMATH Keywords

functional limit theoremperturbed random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Importance sampling for maxima on trees ⋮ Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology ⋮ A renewal theorem and supremum of a perturbed random walk

Cites Work

• Renorming divergent perpetuities
• Convergence to the maximum process of a fractional Brownian motion with shot noise
• Unnamed Item

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