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On tightness of the skew random walks
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نویسنده
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seol y.
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منبع
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journal of probability and statistics - 2012 - شماره : 0
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چکیده
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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. © 2012 youngsoo seol.
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آدرس
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department of mathematics,iowa state university,ames, United States
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Authors
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