Asymptotically stable random walks of index 1<α<2 killed on a finite set
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DOI: 10.1016/j.spa.2019.02.006
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References listed on IDEAS
- Vysotsky, Vladislav, 2015. "Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem," Stochastic Processes and their Applications, Elsevier, vol. 125(5), pages 1886-1910.
- Uchiyama, Kôhei, 2017. "One dimensional random walks killed on a finite set," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2864-2899.
- Uchiyama, Kôhei, 2011. "A note on summability of ladder heights and the distributions of ladder epochs for random walks," Stochastic Processes and their Applications, Elsevier, vol. 121(9), pages 1938-1961, September.
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Keywords
One dimensional random walk; First passage time; Killed at the origin; In a domain of attraction; Transition probability; Stable process;All these keywords.
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