Article ID Journal Published Year Pages File Type
1153910 Statistics & Probability Letters 2006 7 Pages PDF
Abstract
For any recurrent random walk (Sn)n⩾1 on R, there are increasing sequences (gn)n⩾1 converging to infinity for which (gnSn)n⩾1 has at least one finite accumulation point. For one class of random walks, we give a criterion on (gn)n⩾1 and the distribution of S1 determining the set of accumulation points for (gnSn)n⩾1. This extends, with a simpler proof, a result of Chung and Erdös. Finally, for recurrent, symmetric random walks, we give a criterion characterizing the increasing sequences (gn)n⩾1 of positive numbers for which lim̲gn|Sn|=0.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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