Divergence of a random walk through deterministic and random subsequences

被引:9
作者
Kesten, H [1 ]
Maller, RA [1 ]
机构
[1] UNIV WESTERN AUSTRALIA,DEPT MATH,NEDLANDS,WA 6907,AUSTRALIA
关键词
strong limit points; random walks; divergence criteria; laws of large numbers; passage times;
D O I
10.1023/A:1022664500932
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
Let {S-n}(n greater than or equal to 0) be a random walk on the line. We give criteria for the existence of a nonrandom sequence n(i) --> infinity for which [GRAPHICS] respectively [GRAPHICS] We thereby obtain conditions for infinity to be a strong limit point of {S,} or {S-n/n}. The first of these properties is shown to be equivalent to [GRAPHICS] for some sequence a(i) --> infinity, where T(a) is the exit time from the interval [-a, a]. We also obtain a general equivalence between [GRAPHICS] and [GRAPHICS] for an increasing function f and suitable sequences n(i) and a(i). These sorts of properties are of interest in sequential analysis. Known conditions for [GRAPHICS] and [GRAPHICS] (divergence through the whole sequence n) are also simplified.
引用
收藏
页码:395 / 427
页数:33
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