Individual behaviors of oriented walks

Aihua Fan

Stochastic Processes and their Applications, 2000, vol. 90, issue 2, 263-275

Abstract: Given an infinite sequence t=([var epsilon]k)k of -1 and +1, we consider the oriented walk defined by Sn(t)=[summation operator]k=1n[var epsilon]1[var epsilon]2...[var epsilon]k. The set of t's whose behaviors satisfy Sn(t)~bn[tau] is considered ( and 0

Keywords: Oriented; walk; Random; walk; Hausdorff; dimension; Riesz; product (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00044-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:90:y:2000:i:2:p:263-275

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().