Drift to Infinity and the Strong Law for Subordinated Random Walks and Levy Processes
Date
2005
Authors
Erickson, K Bruce
Maller, Ross
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Publisher
Plenum Publishing Corporation
Abstract
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
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Keywords
Keywords: Drift to infinity; Lévy process; Random sum; Random walk; Strong law; Subordinated process
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Source
Journal of Theoretical Probability
Type
Journal article
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2037-12-31
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