Invariance principle for non-homogeneous random walks

DOI10.1214/19-EJP302zbMath1475.60083arXiv1801.07882OpenAlexW3098596269MaRDI QIDQ2423454

Andrew R. Wade, Nicholas Georgiou, Aleksandar Mijatović

Publication date: 20 June 2019

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

Full work available at URL: https://arxiv.org/abs/1801.07882

zbMATH Keywords

recurrenceinvariance principletransiencediffusion limitsnon-homogeneous random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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Anomalous recurrence of Markov chains on negatively curved manifolds

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