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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2022-03-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/22-VMSTA202 |