DIVERGENCE OF A RANDOM-WALK THROUGH DETERMINISTIC AND RANDOM SUBSEQUENCES

Citation
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
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
08949840
Volume
10
Issue
2
Year of publication
1997
Pages
395 - 427
Database
ISI
SICI code
0894-9840(1997)10:2<395:DOARTD>2.0.ZU;2-1
Abstract
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.