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Drift to Infinity and the Strong Law for Subordinated Random Walks and Levy Processes

Erickson, K Bruce; Maller, Ross

Description

We determine conditions under which a subordinated random walk of the form S⌊ N(n)⌋ tends to infinity almost surely (a.s), or S⌊ N(n)⌋/n tends to infinity a.s., where {N(n)} is a (not necessarily integer valued) renewal process, ⌊ N(n)⌋} denot

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
URI: http://hdl.handle.net/1885/81877
Source: Journal of Theoretical Probability
DOI: 10.1007/s10959-005-3507-8

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