Exceptional times and invariance for dynamical random walks

DOI10.1007/s00440-005-0435-6zbMath1130.60079arXivmath/0409479OpenAlexW2079409114MaRDI QIDQ877451

Pedro J. Mendez-Hernandez, David A. Levin, Davar Khoshnevisan

Publication date: 23 April 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0409479

zbMATH Keywords

Hausdorff dimensionOrnstein-Uhlenbeck processKolmogorov entropyupper functionsdynamical walks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Hausdorff and packing measures (28A78)

Related Items (5)

Hausdorff dimension of the maximal run-length in dyadic expansion ⋮ The Fourier spectrum of critical percolation ⋮ Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension ⋮ Hausdorff dimension of the contours of symmetric additive Lévy processes ⋮ Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy

Cites Work

• Random walks and percolation on trees
• Probability tails of Gaussian extrema
• Quasi-everywhere properties of Brownian level sets and multiple points
• Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy
• Some results of probability measures on linear topological vector spaces with an application to Strassen's log log law
• Asymptotic behavior of sample functions of Gaussian random fields
• Thin and thick points for branching measure on a Galton-Watson tree
• Intersection-equivalence of Brownian paths and certain branching processes
• On dynamical Gaussian random walks
• On the most visited sites of symmetric Markov processes.
• Multiparameter Processes
• Multiple points for the sample paths of the symmetric stable process
• Maxima of stationary Gaussian processes
• An Asymptotic 0-1 Behavior of Gaussian Processes
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the law of the iterated logarithm
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Exceptional times and invariance for dynamical random walks