Excursions and path functionals for stochastic processes with asymptotically zero drifts

DOI10.1016/j.spa.2013.02.001zbMath1337.60056arXiv1208.0620OpenAlexW2058885596MaRDI QIDQ2444628

Andrew R. Wade, Mikhail V. Menshikov, Ostap Hryniv

Publication date: 10 April 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0620

zbMATH Keywords

excursionspath integraladditive functionalsmaximumpassage timepath functionalscentre of massLamperti's problemcentrally biased random walk

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Statistical mechanics of polymers (82D60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (6)

Extreme value statistics of positive recurrent centrally biased random walks ⋮ Non-homogeneous random walks with stochastic resetting: an application to the Gillis model ⋮ Asymptotics of product of nonnegative 2-by-2 matrices with applications to random walks with asymptotically zero drifts ⋮ Unnamed Item ⋮ Anomalous recurrence properties of many-dimensional zero-drift random walks ⋮ Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials

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