On decoupled standard random walks
DOI10.1007/S10959-024-01394-6MaRDI QIDQ6660191
Zakhar Kabluchko, Gerold Alsmeyer, Alexander Iksanov
Publication date: 10 January 2025
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
strong law of large numberslarge deviationstationary Gaussian processfunctional limit theoremrandom walkGinibre point processdecoupled renewal process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Moment convergence of first-passage times in renewal theory
- On the spectra of Gaussian matrices
- Unimodality of infinitely divisible distribution functions of class L
- A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
- Stochastic-Process Limits
- Stopped Random Walks
- On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
- Gaussian Hilbert Spaces
- Applied Probability and Queues
- Precise Deviations for Disk Counting Statistics of Invariant Determinantal Processes
- Fluctuation Theory of Recurrent Events
- Probability: A Graduate Course
- Probability
- Large deviations
This page was built for publication: On decoupled standard random walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6660191)