The narrowest tube of a recurrent random walk

DOI10.1007/BF00533705zbMath0529.60073OpenAlexW2348314729MaRDI QIDQ3311436

Endre Csáki, Antónia Földes

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533705

zbMATH Keywords

narrowest tube of recurrent random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Some applications of the classical formula on ruin probabilities

Cites Work

• How big are the increments of the local time of a Wiener process?
• Non-negative matrices and Markov chains. 2nd ed
• How big are the increments of the local time of a recurrent random walk?
• Small Deviations in a Space of Trajectories
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