Global limit theorems on the convergence of multidimensional random walks to stable processes

被引：8

作者：

Agbor, A. ^{[1
]}

Molchanov, S. ^{[1
]}

Vainberg, B. ^{[1
]}

机构：

[1] UNC, Dept Math & Stat, Charlotte, NC 28223 USA

来源：

STOCHASTICS AND DYNAMICS | 2015年 / 15卷 / 03期

基金：

美国国家科学基金会;

关键词：

Random walk; heavy tail; stable law; large deviations; global asymptotics; HOMOPOLYMERS; MODEL;

D O I：

10.1142/S0219493715500240

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Symmetric heavily tailed random walks on Z(d), d >= 1, are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e. uniform in x, t, vertical bar x|vertical bar + t -> infinity,) asymptotic behavior of the transition probability p(t, 0, x) is obtained. The examples indicate that the regularity conditions are essential.

引用

页数：14

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