pith. sign in

arxiv: 1504.01759 · v3 · pith:ZMUZDMECnew · submitted 2015-04-07 · 🧮 math.PR

Limit theorems for random walks

classification 🧮 math.PR
keywords randomalphawalkasymptoticformulaproveappropriatelybochner
0
0 comments X
read the original abstract

We consider a random walk $S_{\tau}$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner's subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk $S_{\tau}$ converges in the Skorohod space to the symmetric $\alpha$-stable process $B^{\alpha}$. We also prove asymptotic formula for the transition function of $S_{\tau}$ similar to the P\'{o}lya's asymptotic formula for $B^{\alpha}$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.