getdoc6c71. 247KB Jun 04 2011 12:04:29 AM
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The question considered in this paper is which sequences of p -integrable random variables can be represented as conditional expectations of a fixed random variable with respect to
The asymptotic convergence of paths given by the asip (log) then allows these results to pass over from the self-similar processes to the coordinate-changed random walk, by Lemma 6.1
We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments.. On a conjecture of R´
We give exact criteria for recurrence and transience, thus generalizing results by Benjamini and Wilson for once-excited random walk on Z d and by the author for multi-excited
Section 2 has some estimates on the potential kernel for random walks in the plane, while Section 3 has the proof of the stochastic calculus results we need.. Theorem 1.1 in the
By using Theorem 1, Dunker, Lifshits and Linde [5] obtain similar results when the random variables satisfy the following additional condition:..
For a zero-delayed random walk on the real line, let τ (x), N(x) and ρ (x) denote the first passage time into the interval (x, ∞ ), the number of visits to the interval ( −∞ , x]
Generally, it seems to be difficult to obtain results for the finiteness of the expected values of the passage times when EX 2 = ∞ , not only for the reflected process, but for
