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

Erickson, K Bruce; Maller, Ross

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

Date

2005

Authors

Erickson, K Bruce

Maller, Ross

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