Diffusion constants and martingales for senile random walks
| dc.creator | Kager, Wouter | |
| dc.date | 2007-05-23 | |
| dc.date | 2007-11-19 | |
| dc.date.accessioned | 2026-07-07T08:43:15Z | |
| dc.date.available | 2026-07-07T08:43:15Z | |
| dc.description | We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be derived from martingales associated with the time-changed walks. Using an inverse time-change, the diffusion constants for senile random walks are then obtained via these martingales. When the walks are diffusive, weak convergence to Brownian motion can be shown using a martingale functional limit theorem. | |
| dc.description | 17 pages, LaTeX; the proof of Proposition 2.3 has been simplified, and an error in the proof of Theorem 2.4 has been corrected | |
| dc.identifier | https://arxiv.org/abs/0705.3305 | |
| dc.identifier | http://arxiv.org/abs/0705.3305 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/142250 | |
| dc.subject | Probability | |
| dc.title | Diffusion constants and martingales for senile random walks | |
| dc.type | text |