Passage times of random walks and Levy processes across power law boundaries

Doney, R A; Maller, Ross

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Passage times of random walks and Levy processes across power law boundaries

Date

2005

Authors

Doney, R A

Maller, Ross

Publisher

Springer

Abstract

We establish an integral test involving only the distribution of the increments of a random walk S which determines whether lim sup n→∞(Sn/nk) is almost surely zero, finite or infinite when 1/2 < k < 1 and a typical step in the random walk has zero me