Oscillations of Continuous Symmetric Random Walk
نویسندگان
چکیده
منابع مشابه
Symmetric Random Walk?)
Let Xk, k= 1, 2, 3, • • -, be a sequence of mutually independent random variables on an appropriate probability space which have a given common distribution function F. Let Sn = Xi+ • • • +Xn, then the event lim inf | S„\ = 0 has probability either zero or one. If this event has zero chance, we say F is transient; in the other case, | 5„| tends to infinity almost surely, and F is called recurre...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1976
ISSN: 0091-1798
DOI: 10.1214/aop/1176996035