An Integral Test for the Rate of Escape of $d$-Dimensional Random Walk
Griffin, Philip S.
Ann. Probab., Tome 11 (1983) no. 4, p. 953-961 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be a sequence of independent, identically distributed random variables taking values in $\mathbb{R}^d$ and $S_n = X_1 + \cdots + X_n$. For a large class of random variables, which includes all of those in the domain of attraction of a type $A$ stable law, an integral test is given which determines whether $P\{|S_n| \leq \gamma_n \mathrm{i.o.}\} = 0 \quad\text{or}\quad 1$ for any increasing sequence $\{\gamma_n\}$. This result generalizes the Dvoretzky-Erdos test for simple random walk and the Takeuchi and Taylor test for stable random walks.
Publié le : 1983-11-14
Classification:  Integral test,  rate of escape,  probability estimates,  domains of attraction,  60J15,  60F15
@article{1176993444,
     author = {Griffin, Philip S.},
     title = {An Integral Test for the Rate of Escape of $d$-Dimensional Random Walk},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 953-961},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993444}
}
Griffin, Philip S. An Integral Test for the Rate of Escape of $d$-Dimensional Random Walk. Ann. Probab., Tome 11 (1983) no. 4, pp.  953-961. http://gdmltest.u-ga.fr/item/1176993444/