Recurrence rates and hitting-time distributions for random walks on the line

Details Recurrence rates and hitting-time distributions for random walks on the line Recurrence rates and hitting-time distributions for random walks on the line

2010-03-26

arxiv.org/abs/1003.5073v1

Mathematics

Probability

Scientific paper

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as r goes to zero, of the return time to (-r,r). We then refine this result by establishing a limit theorem for the hitting-time distributions of (x-r,x+r) with arbitrary real x.

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