Random walks with sticky barriers

A new class of multidimensional locally perturbed random walks called random walks with sticky barriers is introduced and analyzed. The laws of large numbers and functional limit theorems are proved for hitting times of successive barriers.

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Bibliographische Detailangaben
Veröffentlicht in:	Modern Stochastics: Theory and Applications 2022-07, Vol.9 (3), p.245-263
Hauptverfasser:	Bohun, Vladyslav, Marynych, Alexander
Format:	Artikel
Sprache:	eng
Schlagworte:	functional limit theorems locally perturbed random walks random walk in a strip random walk with barriers strong laws of large numbers
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Beschreibung
Zusammenfassung:	A new class of multidimensional locally perturbed random walks called random walks with sticky barriers is introduced and analyzed. The laws of large numbers and functional limit theorems are proved for hitting times of successive barriers.
ISSN:	2351-6046 2351-6054
DOI:	10.15559/22-VMSTA202