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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 809–822
(Mi smj2240)
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This article is cited in 15 scientific papers (total in 15 papers)
Asymptotic variance of the self-intersections of stable random walks using Darboux–Wiener theory
G. Deligiannidisa, S. A. Utevb a University of Leicester, Leicester, UK
b University of Nottingham, Nottingham, UK
Abstract:
We present a Darboux–Wiener type lemma as a powerful alternative to the classical Tauberian theorem when monotonicity is not known a priori. We apply it to obtain the exact asymptotics of the variance of the self-intersections of a one-dimensional stable random walk. Finally we prove a functional central limit theorem for stable random walk in random scenery conjectured in [1].
Keywords:
random walk, self-intersection, Darboux–Wiener theory.
Received: 04.12.2010
Citation:
G. Deligiannidis, S. A. Utev, “Asymptotic variance of the self-intersections of stable random walks using Darboux–Wiener theory”, Sibirsk. Mat. Zh., 52:4 (2011), 809–822; Siberian Math. J., 52:4 (2011), 639–650
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https://www.mathnet.ru/eng/smj2240 https://www.mathnet.ru/eng/smj/v52/i4/p809
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Abstract page: | 253 | Full-text PDF : | 81 | References: | 47 | First page: | 3 |
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