On tightness of the skew random walks

DOI10.1155/2012/371025zbMath1259.60080arXiv1106.5042OpenAlexW1982144578WikidataQ58910960 ScholiaQ58910960MaRDI QIDQ428332

Youngsoo Seol

Publication date: 19 June 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5042

zbMATH Keywords

scaling limit\(\alpha\)-skew random walksfourth-order moment method

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Occupation and local times for skew Brownian motion with applications to dispersion across an interface
• On the constructions of the skew Brownian motion
• On skew Brownian motion
• Three-dimensional modeling of mass transfer in porous media using the mixed hybrid finite elements and the random-walk methods
• Brownian motions on a half line
• Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
• A basic course in probability theory

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