Rate of escape and central limit theorem for the supercritical Lamperti problem

DOI10.1016/j.spa.2010.06.004zbMath1207.60032arXiv0911.2599OpenAlexW2119385404MaRDI QIDQ2638362

Mikhail V. Menshikov, Andrew R. Wade

Publication date: 15 September 2010

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

Full work available at URL: https://arxiv.org/abs/0911.2599

zbMATH Keywords

central limit theoremtransiencelaws of large numbersgrowth conditionsLamperti's problembirth-and-death-random walks

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General theory of stochastic processes (60G07)

Related Items (6)

Anomalous recurrence of Markov chains on negatively curved manifolds ⋮ Colored Maximal Branching Process ⋮ Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity ⋮ Random walk with barycentric self-interaction ⋮ Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts ⋮ Constructive approach to limit theorems for recurrent diffusive random walks on a strip

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