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Persistent random walks may have arbitrarily large tails

Published online by Cambridge University Press:  01 July 2016

D. R. Grey
D. R. Grey*
Affiliation:
University of Sheffield
*
∗Postal address: Department of Probability and Statistics, The University, Sheffield S3 7RH, UK.
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Abstract

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We give a probabilistic proof of a result of Shepp, that a symmetric random walk may have jump size distribution with arbitrarily large tails and yet still be persistent.

Keywords

PERSISTENCETRANSIENCETAIL BEHAVIOUR
Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 21 , Issue 1 , March 1989 , pp. 229 - 230
Copyright
Copyright © Applied Probability Trust 1989 

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