Weak convergence of the number of zero increments in the random walk with barrier
Abstract
We continue the line of research of random walks with barrier initiated by Iksanov and M{ö}hle (2008). Assuming that the tail of the step of the underlying random walk has a power-like behavior at infinity with exponent $-\alpha$, $\alpha\in(0,1)$, we prove that the number $V_n$ of zero increments in the random walk with barrier, properly centered and normalized, converges weakly to the standard normal law. This refines previously known weak law of large numbers for $V_n$ proved in Iksanov and Negadailov (2008).
- Publication:
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arXiv e-prints
- Pub Date:
- July 2014
- DOI:
- 10.48550/arXiv.1407.1186
- arXiv:
- arXiv:1407.1186
- Bibcode:
- 2014arXiv1407.1186M
- Keywords:
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- Mathematics - Probability;
- 60C05;
- 60G09
- E-Print:
- 12 pages