The Library
Central limit theorems for biased randomly trapped random walks on Z
Tools
Bowditch, Adam (2019) Central limit theorems for biased randomly trapped random walks on Z. Stochastic Processes and their Applications, 129 (3). pp. 740-770. doi:10.1016/j.spa.2018.03.017 ISSN 0304-4149.
|
PDF
WRAP-central-limit-theorems-biased-randomly-trapped-random-walks-Z-Bowditch-2018.pdf - Published Version - Requires a PDF viewer. Available under License Creative Commons Attribution 4.0. Download (933Kb) | Preview |
Official URL: http://dx.doi.org/10.1016/j.spa.2018.03.017
Abstract
We prove CLTs for biased randomly trapped random walks in one dimension. By considering a sequence of regeneration times, we will establish an annealed invariance principle under a second moment condition on the trapping times. In the quenched setting, an environment dependent centring is necessary to achieve a central limit theorem. We determine a suitable expression for this centring. As our main motivation, we apply these results to biased walks on subcritical Galton–Watson trees conditioned to survive for a range of bias values.
Item Type: | Journal Article | ||||||||
---|---|---|---|---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Library of Congress Subject Headings (LCSH): | Central limit theorem, Random walks (Mathematics), Stochastic processes | ||||||||
Journal or Publication Title: | Stochastic Processes and their Applications | ||||||||
Publisher: | Elsevier Science BV | ||||||||
ISSN: | 0304-4149 | ||||||||
Official Date: | March 2019 | ||||||||
Dates: |
|
||||||||
Volume: | 129 | ||||||||
Number: | 3 | ||||||||
Page Range: | pp. 740-770 | ||||||||
DOI: | 10.1016/j.spa.2018.03.017 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||||
Date of first compliant deposit: | 26 April 2018 | ||||||||
Date of first compliant Open Access: | 27 April 2018 | ||||||||
RIOXX Funder/Project Grant: |
|
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |
Downloads
Downloads per month over past year