Spitzer's condition for asymptotically symmetric random walk

1980 ◽  
Vol 17 (03) ◽  
pp. 856-859
Author(s):  
R. A. Doney
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Length Distribution ◽  
Domain Of Attraction ◽  
Step Length ◽  
Sufficient Condition ◽  
Symmetric Form ◽  
Stable Law ◽  
Symmetric Random Walk ◽  
Image Position

If the step-length distribution function F for a random walk {Sn, n ≧ 0} is either continuous and symmetric or belongs to the domain of attraction of a symmetric stable law, then it is clear that the symmetric form of ‘Spitzer's condition' holds, i.e. The question considered in this note is whether or not (⋆) can hold for other random walks. The answer is in the affirmative, for we show that (⋆) holds for a large class of random walks for which F is neither symmetric nor belongs to any domain of attraction; all such random walks are asymptotically symmetric, in the sense that lim x→∞ {F(–x)| 1 – F(x)} = 1, but we show by an example that this is not a sufficient condition for (⋆) to hold.

Spitzer's condition for asymptotically symmetric random walk

1980 ◽  
Vol 17 (3) ◽  
pp. 856-859 ◽  
Author(s):  
R. A. Doney
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Length Distribution ◽  
Domain Of Attraction ◽  
Step Length ◽  
Sufficient Condition ◽  
Symmetric Form ◽  
Stable Law ◽  
Symmetric Random Walk ◽  
Image Position

If the step-length distribution function F for a random walk {Sn, n ≧ 0} is either continuous and symmetric or belongs to the domain of attraction of a symmetric stable law, then it is clear that the symmetric form of ‘Spitzer's condition' holds, i.e. The question considered in this note is whether or not (⋆) can hold for other random walks. The answer is in the affirmative, for we show that (⋆) holds for a large class of random walks for which F is neither symmetric nor belongs to any domain of attraction; all such random walks are asymptotically symmetric, in the sense that limx→∞ {F(–x)| 1 – F(x)} = 1, but we show by an example that this is not a sufficient condition for (⋆) to hold.

scholarly journals Chover-Type Laws of the Iterated Logarithm for Kesten-Spitzer Random Walks in Random Sceneries Belonging to the Domain of Stable Attraction

2018 ◽  
Vol 2018 ◽  
pp. 1-9
Author(s):  
Wensheng Wang ◽  
Anwei Zhu
Keyword(s):  
Random Walk ◽  
Large Deviation ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Stable Law ◽  
Iterated Logarithm ◽  
Cluster Set ◽  
Random Scenery ◽  
Unique Integer

Let X={Xi,i≥1} be a sequence of real valued random variables, S0=0 and Sk=∑i=1kXi  (k≥1). Let σ={σ(x),x∈Z} be a sequence of real valued random variables which are independent of X’s. Denote by Kn=∑k=0nσ(⌊Sk⌋)  (n≥0) Kesten-Spitzer random walk in random scenery, where ⌊a⌋ means the unique integer satisfying ⌊a⌋≤a<⌊a⌋+1. It is assumed that σ’s belong to the domain of attraction of a stable law with index 0<β<2. In this paper, by employing conditional argument, we investigate large deviation inequalities, some sufficient conditions for Chover-type laws of the iterated logarithm and the cluster set for random walk in random scenery Kn. The obtained results supplement to some corresponding results in the literature.

Some Functional Stable Limit Theorems

1973 ◽  
Vol 16 (2) ◽  
pp. 173-177 ◽  
Author(s):  
D. R. Beuerman
Keyword(s):  
Weak Convergence ◽  
Limit Theorems ◽  
Stable Process ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Stable Processes ◽  
Stable Limit ◽  
Stable Law ◽  
Partial Sum Process ◽  
Image Position

Let Xl,X2,X3, … be a sequence of independent and identically distributed (i.i.d.) random variables which belong to the domain of attraction of a stable law of index α≠1. That is,1whereandwhere L(n) is a function of slow variation; also take S0=0, B0=l.In §2, we are concerned with the weak convergence of the partial sum process to a stable process and the question of centering for stable laws and drift for stable processes.

scholarly journals The Maximum of a Random Walk and Its Application to Rectangle Packing

1998 ◽  
Vol 12 (3) ◽  
pp. 373-386 ◽  
Author(s):  
E. G. Coffman ◽  
Philippe Flajolet ◽  
Leopold Flatto ◽  
Micha Hofri
Keyword(s):  
Random Walk ◽  
Upper Bound ◽  
Symmetric Random Walk ◽  
Rectangle Packing ◽  
Unit Width ◽  
Minimum Height ◽  
Image Position

Let S0,…,Sn be a symmetric random walk that starts at the origin (S0 = 0) and takes steps uniformly distributed on [— 1,+1]. We study the large-n behavior of the expected maximum excursion and prove the estimate,where c = 0.297952.... This estimate applies to the problem of packing n rectangles into a unit-width strip; in particular, it makes much more precise the known upper bound on the expected minimum height, O(n½), when the rectangle sides are 2n independent uniform random draws from [0,1].

Limiting behaviour of the distributions of the maxima of partial sums of certain random walks

1972 ◽  
Vol 9 (3) ◽  
pp. 572-579 ◽  
Author(s):  
D. J. Emery
Keyword(s):  
Distribution Function ◽  
Random Walk ◽  
Asymptotic Property ◽  
Regular Variation ◽  
Domain Of Attraction ◽  
Hitting Times ◽  
Partial Sums ◽  
Symmetric Distributions ◽  
Stable Law ◽  
Limiting Behaviour

It is shown that, under certain conditions, satisfied by stable distributions, symmetric distributions, distributions with zero mean and finite second moment and other distributions, the distribution function of the maxima of successive partial sums of identically distributed random variables has an asymptotic property. This property implies the regular variation of the tail of the distribution of the hitting times of the associated random walk, and hence that these hitting times belong to the domain of attraction of a stable law.

scholarly journals Symmetric Random Walks on Regular Tetrahedra, Octahedra, and Hexahedra

2017 ◽  
Vol 69 (1) ◽  
pp. 110-128
Author(s):  
Jyotirmoy Sarkar ◽  
Saran Ishika Maiti
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Equal Probability ◽  
Symmetric Random Walk ◽  
Regular Polyhedra ◽  
Standard Deviations

We study a symmetric random walk on the vertices of three regular polyhedra. Starting from the origin, at each step the random walk moves, independently of all previous moves, to one of the vertices adjacent to the current vertex with equal probability. We find the distributions, or at least the means and the standard deviations, of the number of steps needed (a) to return to origin, (b) to visit all vertices, and (c) to return to origin after visiting all vertices. We also find the distributions of (i) the number of vertices visited before return to origin, (ii) the last vertex visited, and (iii) the number of vertices visited during return to origin after visiting all vertices.

A note on a condition satisfied by certain random walks

1977 ◽  
Vol 14 (04) ◽  
pp. 843-849 ◽  
Author(s):  
R. A. Doney
Keyword(s):  
Final Section ◽  
Domain Of Attraction ◽  
Partial Result ◽  
Stable Law ◽  
Left Hand ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Image Position ◽  
The Right ◽  
Necessary And Sufficient

The problem considered is to elucidate under what circumstances the condition holds, where and Xi are independent and have common distribution function F. The main result is that if F has zero mean, and (*) holds with F belongs to the domain of attraction of a completely asymmetric stable law of parameter 1/γ. The cases are also treated. (The case cannot arise in these circumstances.) A partial result is also given for the case when and the right-hand tail is ‘asymptotically larger’ than the left-hand tail. For 0 &lt; γ &lt; 1, (*) is known to be a necessary and sufficient condition for the arc-sine theorem to hold for Nn , the number of positive terms in (S 1, S 2, …, Sn ). In the final section we point out that in the case γ = 1 a limit theorem of a rather peculiar type can hold for Nn.

scholarly journals Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph

2013 ◽  
Vol 50 (4) ◽  
pp. 1117-1130
Author(s):  
Stephen Connor
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Complete Graph ◽  
Continuous Time ◽  
Symmetric Random Walk ◽  
Coupling Inequality ◽  
Maximal Coupling

The problem of constructing an optimal coadapted coupling for a pair of symmetric random walks on Z2d was considered by Connor and Jacka (2008), and the existence of a coupling which is stochastically fastest in the class of all such coadapted couplings was demonstrated. In this paper we show how to generalise this construction to an optimal coadapted coupling for the continuous-time symmetric random walk on Knd, where Kn is the complete graph with n vertices. Moreover, we show that although this coupling is not maximal for any n (i.e. it does not achieve equality in the coupling inequality), it does tend to a maximal coupling as n → ∞.

Limit theorems for continuous-time random walks with infinite mean waiting times

2004 ◽  
Vol 41 (03) ◽  
pp. 623-638 ◽  
Author(s):  
Mark M. Meerschaert ◽  
Hans-Peter Scheffler
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Continuous Time ◽  
Waiting Times ◽  
Scaling Limit ◽  
Domain Of Attraction ◽  
Simple Random Walk ◽  
Lévy Motion ◽  
Hamiltonian Chaos ◽  
Continuous Time Random Walks

A continuous-time random walk is a simple random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper we show that, when the time between renewals has infinite mean, the scaling limit is an operator Lévy motion subordinated to the hitting time process of a classical stable subordinator. Density functions for the limit process solve a fractional Cauchy problem, the generalization of a fractional partial differential equation for Hamiltonian chaos. We also establish a functional limit theorem for random walks with jumps in the strict generalized domain of attraction of a full operator stable law, which is of some independent interest.

scholarly journals A limit theorem for the tails of discrete infinitely divisible laws with applications to fluctuation theory

1982 ◽  
Vol 32 (3) ◽  
pp. 412-422 ◽  
Author(s):  
Paul Embrechts ◽  
John Hawkes
Keyword(s):  
Domain Of Attraction ◽  
Divisible Distribution ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Stable Law ◽  
Infinitely Divisible Laws ◽  
Ladder Epoch ◽  
Necessary And Sufficient

AbstractSuppose that (pn) is an infinitely divisible distribution on the non-negative integers having Lévy measure (vn). In this paper we derive a necessary and sufficient condition for the existence of the limit limn→∞ pn/vn. We also derive some other results on the asymptotic behaviour of the sequence (Pn) and apply some of our results to the theory of fluctuations of random walks. We obtain a necessary and sufficient condition for the first positive ladder epoch to belong to the domain of attraction of a spectrally positive stable law with index α, α ∈ (1,2).

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