On Tightness of the Skew Random Walks
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-05-16
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
The primary purpose of this paper is to prove a tightness of α-skew random walks.
The tightness result implies, in particular, that the α-skew Brownian motion can be constructed as the scaling limit of such random walks.
Our proof of tightness is based on a fourth-order moment method.
American Psychological Association (APA)
Seol, Youngsoo. 2012. On Tightness of the Skew Random Walks. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-7.
https://search.emarefa.net/detail/BIM-466723
Modern Language Association (MLA)
Seol, Youngsoo. On Tightness of the Skew Random Walks. Journal of Probability and Statistics No. 2012 (2012), pp.1-7.
https://search.emarefa.net/detail/BIM-466723
American Medical Association (AMA)
Seol, Youngsoo. On Tightness of the Skew Random Walks. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-7.
https://search.emarefa.net/detail/BIM-466723
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-466723