DMTCS Proceedings, Fifth Colloquium on Mathematics and Computer Science

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On the number of zero increments of random walks with a barrier

Alex Iksanov, Pavlo Negadajlov

Abstract


This is the second submission of this document. Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we investigate the asymptotic (as n→∞) behaviour of Vn the number of zero increments before the absorption in a random walk with the barrier n. In particular, when the step of the unrestricted random walk has a finite mean, we prove that the number of zero increments converges in distribution. We also establish a weak law of large numbers for Vn under a regular variation assumption.

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