Alex Iksanov ; Pavlo Negadajlov
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On the number of zero increments of random walks with a barrier
dmtcs:3568 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2008,
DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science
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https://doi.org/10.46298/dmtcs.3568
On the number of zero increments of random walks with a barrierArticle
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: absorption time,recursion with random indices,random walk,undershoot,[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]
Bibliographic References
1 Document citing this article
Alexander Marynych;Glib Verovkin, 2014, Weak convergence of the number of zero increments in the random walk with barrier, Electronic Communications in Probability, 19, none, 10.1214/ecp.v19-3641, https://doi.org/10.1214/ecp.v19-3641.