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Potential Functions of Random Walks in ℤ with Infinite Variance

Kôhei Uchiyama
Springer International Publishing
64.19 € · eBook

Sums of independent & identically distributed random variables Potential theory of random walk Random walk killed at the origin Green's function on a finite interval or a half line Escape probability Hitting distribution Absorption problem Relatively stable random walk Asymptotically stable random walk Conditioned to avoid a finite set

This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, y...

Potential Functions of Random Walks in ℤ with Infinite Variance

Kôhei Uchiyama
Springer International Publishing
64.19 € · Paperback

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