English

Asymptotically stable random walks of index $1<\alpha<2$ killed on a finite set

Probability 2019-04-24 v2

Abstract

For a random walk on the integer lattice Z\mathbb{Z} that is attracted to a strictly stable process with index α(1,2)\alpha\in (1, 2) we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set. The asymptotic forms obtained are valid uniformly in a natural range of the space and time variables. The situation is relatively simple when the limit stable process has jumps in both positive and negative directions; in the other case when the jumps are one sided rather interesting matters are involved and detailed analyses are necessitated.

Keywords

Cite

@article{arxiv.1901.05568,
  title  = {Asymptotically stable random walks of index $1<\alpha<2$ killed on a finite set},
  author = {Kohei Uchiyama},
  journal= {arXiv preprint arXiv:1901.05568},
  year   = {2019}
}

Comments

51 pages: this is an improved version of arXiv:1808.01484, where the RW is supposed to belong to the domain of normal attraction to a stable law, while in the present version the restriction 'normal' is removed