Stability of overshoots of zero mean random walks

DOI10.1214/20-EJP463zbMath1459.60094arXiv1812.05909OpenAlexW3035434498MaRDI QIDQ782804

Aleksandar Mijatović, Vladislav V. Vysotsky

Publication date: 29 July 2020

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

Full work available at URL: https://arxiv.org/abs/1812.05909

zbMATH Keywords

stabilityMarkov chainrandom walkovershootconvergence in total variation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Crossings states and sets of states in random walks ⋮ Limit theorems for local times and applications to SDEs with jumps

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