English

A functional limit theorem for lattice oscillating random walk

Probability 2023-09-12 v1

Abstract

The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on Z\mathbb{Z}. This result appears as an extension of the invariance principal theorem for classical random walks on Z\mathbb{Z} or reflected random walks on N0\mathbb{N}_0. Relying on some natural Markov sub-process which takes into account the oscillation of the random walks between Z\mathbb{Z}^- and Z+\mathbb{Z}^+, we first construct an aperiodic sequence of renewal operators acting on a suitable Banach space and then apply a powerful theorem proved by S. Gou\"ezel.

Keywords

Cite

@article{arxiv.2309.05329,
  title  = {A functional limit theorem for lattice oscillating random walk},
  author = {Marc Peigné and Tran Duy Vo},
  journal= {arXiv preprint arXiv:2309.05329},
  year   = {2023}
}
R2 v1 2026-06-28T12:17:49.467Z