Persistent random walks may have arbitrarily large tails
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We give a probabilistic proof of a result of Shepp, that a symmetric random walk may have jump size distribution with arbitrarily large tails and yet still be persistent.
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2010 ◽
Vol 10
(02)
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pp. 161-196
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2017 ◽
Vol 69
(1)
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pp. 110-128
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2008 ◽
Vol 45
(03)
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pp. 703-713
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