H. Kesten et Ra. Maller, DIVERGENCE OF A RANDOM-WALK THROUGH DETERMINISTIC AND RANDOM SUBSEQUENCES, Journal of theoretical probability, 10(2), 1997, pp. 395-427
Let {S-n}(n greater than or equal to 0) be a random walk on the line.
We give criteria for the existence of a nonrandom sequence n(i) --> in
finity for which[GRAPHICS] respectively [GRAPHICS] We thereby obtain c
onditions for infinity to be a strong limit point of {S,} or {S-n/n}.
The first of these properties is shown to be equivalent to [GRAPHICS]
for some sequence a(i) --> infinity, where T(a) is the exit time from
the interval [-a, a]. We also obtain a general equivalence between [GR
APHICS] and [GRAPHICS] for an increasing function f and suitable seque
nces n(i) and a(i). These sorts of properties are of interest in seque
ntial analysis. Known conditions for [GRAPHICS] and [GRAPHICS] (diverg
ence through the whole sequence n) are also simplified.