We show that under a 3+[delta] moment condition (where [delta]>0) there exists a 'Hartman-Winter' Law of the iterated logarithm for random walks conditioned to stay non-negative. We also show that under a second moment assumption the conditioned random walk eventually grows faster than n1/2(log n)-(1+[epsilon]) for any [epsilon]>0 and yet slower than n1/2(log n)-1. The results are proved using three key facts about conditioned random walks. The first is the relation of its step distribution to that of the original random walk given by Bertoin and Doney (Ann. Probab. 22 (1994) 2152). The second is the pathwise construction in terms of excursions in Tanaka (Tokyo J. Math. 12 (1989) 159) and the third is a new Skorohod-type embedding of the co...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
Given a random walk (Sn)n∈Z defined for a doubly infinite sequence of times, we let the time paramet...
In this paper we consider an aperiodic integer-valued random walk S and a process S* which is an har...
We show that under a 3+δ moment condition (where δ>0) there exists a 'Hartman-Winter' Law of the ...
AbstractWe show that under a 3+δ moment condition (where δ>0) there exists a ‘Hartman–Winter’ Law of...
We provide integral tests for functions to be upper and lower space time envelopes for random walks...
of the iterated logarithm for oscillating random walks conditioned to stay non-negative
A random walk that is certain to visit (0,∞) has associated with it, via a suitable h-transform, a M...
Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have fi...
We prove a Law of Iterated Logarithm for random walks on a family of diagonal products constructed b...
ABSTRACT We consider the law of the iterated logarithm (LIL) for the local time of one-dimensional r...
AbstractWe prove a law of the iterated logarithm for stable processes in a random scenery. The proof...
We study the random walk in a random environment on , where the environment is subject to a vanishin...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
Algorithmic randomness is most often studied in the setting of the fair-coin measure on the Cantor s...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
Given a random walk (Sn)n∈Z defined for a doubly infinite sequence of times, we let the time paramet...
In this paper we consider an aperiodic integer-valued random walk S and a process S* which is an har...
We show that under a 3+δ moment condition (where δ>0) there exists a 'Hartman-Winter' Law of the ...
AbstractWe show that under a 3+δ moment condition (where δ>0) there exists a ‘Hartman–Winter’ Law of...
We provide integral tests for functions to be upper and lower space time envelopes for random walks...
of the iterated logarithm for oscillating random walks conditioned to stay non-negative
A random walk that is certain to visit (0,∞) has associated with it, via a suitable h-transform, a M...
Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have fi...
We prove a Law of Iterated Logarithm for random walks on a family of diagonal products constructed b...
ABSTRACT We consider the law of the iterated logarithm (LIL) for the local time of one-dimensional r...
AbstractWe prove a law of the iterated logarithm for stable processes in a random scenery. The proof...
We study the random walk in a random environment on , where the environment is subject to a vanishin...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
Algorithmic randomness is most often studied in the setting of the fair-coin measure on the Cantor s...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
Given a random walk (Sn)n∈Z defined for a doubly infinite sequence of times, we let the time paramet...
In this paper we consider an aperiodic integer-valued random walk S and a process S* which is an har...