English

Recurrent random walks on $\mathbb{Z}$ with infinite variance: transition probabilities of them killed on a finite set

Probability 2018-08-07 v1

Abstract

In this paper we consider an irreducible random walk on the integer lattice Z\mathbb{Z} that is in the domain of normal attraction of a strictly stable process with index α(1,2)\alpha\in (1, 2) and obtain the asymptotic form of the distribution of the hitting time of the origin and that of the transition probability for the walk killed when it hits a finite set. The asymptotic forms obtained are valid uniformly in the natural domain of the space and time variables.

Keywords

Cite

@article{arxiv.1808.01484,
  title  = {Recurrent random walks on $\mathbb{Z}$ with infinite variance: transition probabilities of them killed on a finite set},
  author = {Kohei Uchiyama},
  journal= {arXiv preprint arXiv:1808.01484},
  year   = {2018}
}

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45 pages