The rate of escape of random walk

DOI10.1214/AOP/1176990626zbMath0715.60087OpenAlexW2094391453MaRDI QIDQ751731

William E. Pruitt

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990626

zbMATH Keywords

stochastic compactnessslowly varying tailrate of escape of a nonnegative random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (3)

Exact Hausdorff measure on the boundary of a Galton-Watson tree ⋮ Escape rates for multidimensional shift self-similar additive sequences ⋮ A universal form of the Chung-type law of the iterated logarithm

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