Title of article :
Hitting times for the perturbed reflecting random walk
Author/Authors :
Serlet، نويسنده , , Laurent، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We consider a nearest neighbor random walk on Z which is reflecting at 0 and perturbed when it reaches its maximum. We compute the law of the hitting times and derive many corollaries, especially invariance principles with (rather) explicit descriptions of the asymptotic laws. We also obtain some results on the almost sure asymptotic behavior. As a by-product one can derive results on the reflecting Brownian motion perturbed at its maximum.
Keywords :
Law of the iterated logarithm , Perturbed random walk , Once reinforced random walk , Perturbed Brownian motion , Invariance principle , Hitting times , Recurrence
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications