Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
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DOI: 10.1016/j.spa.2014.11.017
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Cited by:
- Uchiyama, Kôhei, 2019. "Asymptotically stable random walks of index 1<α<2 killed on a finite set," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 5151-5199.
- Döring, Leif & Kyprianou, Andreas E. & Weissmann, Philip, 2020. "Stable processes conditioned to avoid an interval," Stochastic Processes and their Applications, Elsevier, vol. 130(2), pages 471-487.
- Micha Buck, 2021. "Limit Theorems for Random Walks with Absorption," Journal of Theoretical Probability, Springer, vol. 34(1), pages 241-263, March.
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Keywords
Random walk; Hitting time; Limit theorem; Conditional limit theorem; Harmonic function; Killed random walk; Largest gap; Maximal spacing; Number of non-visited sites;All these keywords.
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