On the number of zero increments of random walks with a barrierConference paper
Authors: Alex Iksanov 1; Pavlo Negadajlov 1
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Alex Iksanov;Pavlo Negadajlov
- 1 Faculty of Cybernetics [Kyiv]
Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we investigate the asymptotic (as $n \to \infty$) behaviour of $V_n$ the number of zero increments before the absorption in a random walk with the barrier $n$. In particular, when the step of the unrestricted random walk has a finite mean, we prove that the number of zero increments converges in distribution. We also establish a weak law of large numbers for $V_n$ under a regular variation assumption.
Volume: DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science
Section: Proceedings
Published on: January 1, 2008
Imported on: May 10, 2017
Keywords: [INFO.INFO-DM]Computer Science [cs]/Discrete Mathematics [cs.DM], [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS], [MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO], [en] absorption time, recursion with random indices, random walk, undershoot