Small drift limit theorems for random walks

DOI10.1017/jpr.2016.95zbMath1400.60065arXiv1601.00609OpenAlexW2964024847MaRDI QIDQ4684847

Ernst Schulte-Geers, Wolfgang Stadje

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.00609

zbMATH Keywords

random walkarcsine lawoccupation timelimit distributiontransientsmall drift

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items

Independent factorization of the last zero arcsine law for Bessel processes with drift

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