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Spitzer's condition for asymptotically symmetric random walk

Published online by Cambridge University Press:  14 July 2016

R. A. Doney*
Affiliation:
University of Manchester
*
Postal address: Statistical Laboratory, Department of Mathematics, The University, Manchester M13 9PL, U.K.

Abstract

If the step-length distribution function F for a random walk {Sn, n ≧ 0} is either continuous and symmetric or belongs to the domain of attraction of a symmetric stable law, then it is clear that the symmetric form of ‘Spitzer's condition' holds, i.e. The question considered in this note is whether or not (⋆) can hold for other random walks. The answer is in the affirmative, for we show that (⋆) holds for a large class of random walks for which F is neither symmetric nor belongs to any domain of attraction; all such random walks are asymptotically symmetric, in the sense that limx→∞ {F(–x)| 1 – F(x)} = 1, but we show by an example that this is not a sufficient condition for (⋆) to hold.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1980 

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