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On the number of zero increments of random walks with a barrier
Abstract : Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we investigate the asymptotic (as $n \to \infty$) behaviour of $V_n$ the number of zero increments before the absorption in a random walk with the barrier $n$. In particular, when the step of the unrestricted random walk has a finite mean, we prove that the number of zero increments converges in distribution. We also establish a weak law of large numbers for $V_n$ under a regular variation assumption.
Cited literature [3 references]
https://hal.inria.fr/hal-01194687
Contributor : Coordination Episciences Iam <>
Submitted on : Monday, September 7, 2015 - 12:51:10 PM
Last modification on : Tuesday, September 3, 2019 - 12:28:04 PM
Long-term archiving on: : Tuesday, December 8, 2015 - 1:02:37 PM
Contributor : Coordination Episciences Iam <>
Submitted on : Monday, September 7, 2015 - 12:51:10 PM
Last modification on : Tuesday, September 3, 2019 - 12:28:04 PM
Long-term archiving on: : Tuesday, December 8, 2015 - 1:02:37 PM
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