✦ LIBER ✦

Ratio Limit Theorems for Random Walks and Lévy Processes

✍ Scribed by Minzhi Zhao; Jiangang Ying

Publisher: Springer Netherlands
Year: 2005
Tongue: English
Weight: 354 KB
Volume: 23
Category: Article
ISSN: 0926-2601
DOI: 10.1007/s11118-005-2607-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Limit theorems for Markov random walks

✍ Loon Ching Tang 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 339 KB

Wiener-Hopf decomposition of random walk

Wiener-Hopf decomposition of random walks and Lévy processes

✍ Priscilla Greenwood 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 282 KB

Stopped two-dimensional perturbed random

Stopped two-dimensional perturbed random walks and Lévy processes

✍ Allan Gut 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 411 KB

Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lrvy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example. @ 1997 Elsevier Science B.V.

Limit theorems for random walks with dyn

Limit theorems for random walks with dynamical random transitions

✍ Michael Lin; Ben-Zion Rubshtein; Rainer Wittmann 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 793 KB

Some functional limit theorems for multi

Some functional limit theorems for multidimensional random walks

✍ R. P. Pakshirajan; N. R. Mohan 📂 Article 📅 1978 🏛 Springer 🌐 English ⚖ 321 KB

Conditional limit theorems for asymptoti

Conditional limit theorems for asymptotically stable random walks

✍ R. A. Doney 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 535 KB