On Tightness of the Skew Random Walks

Details On Tightness of the Skew Random Walks On Tightness of the Skew Random Walks

2011-06-24

arxiv.org/abs/1106.5042v1

Mathematics

Probability

6pages

Scientific paper

The primary purpose of this article is to prove a tightness of skew random
walks. The tightness result implies, in particular, that the skew Brownian
motion can be constructed as the scaling limit of such random walks. Our proof
of tightness is based on a fourth-order moment method.

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