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Persistent random walks may have arbitrarily large tails

Published online by Cambridge University Press:  01 July 2016

D. R. Grey
D. R. Grey*
Affiliation:
University of Sheffield
*
∗ Postal address: Department of Probability and Statistics, The University, Sheffield S3 7RH, UK.
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Abstract

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We give a probabilistic proof of a result of Shepp, that a symmetric random walk may have jump size distribution with arbitrarily large tails and yet still be persistent.

Keywords

PERSISTENCETRANSIENCETAIL BEHAVIOUR

Information

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 21 , Issue 1 , March 1989 , pp. 229 - 230
Copyright
Copyright © Applied Probability Trust 1989 

References

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