A functional limit theorem for locally perturbed random walks

zbMath1357.60035arXiv1504.06930MaRDI QIDQ2958731

Andrey Yu. Pilipenko, Aleksander M. Iksanov

Publication date: 3 February 2017

Full work available at URL: https://arxiv.org/abs/1504.06930

zbMATH Keywords

functional limit theoremskew Brownian motionmartingale characterizationlocally perturbed random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Random walks with sticky barriers ⋮ On a skew stable Lévy process ⋮ Limit behaviour of random walks on ℤ^mwith two-sided membrane ⋮ Uniformly expanding Markov maps of the real line: exactness and infinite mixing ⋮ Gene flow across geographical barriers -- scaling limits of random walks with obstacles

This page was built for publication: A functional limit theorem for locally perturbed random walks