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Mar 1, 2013 at 7:27 comment added Ori Gurel-Gurevich You're right. I'll think about it.
Feb 28, 2013 at 13:24 comment added Günter Rote The question did not ask for the existence of a speed originally. Maybe $X(t)$ is concentrated around $f(t)$ for some function $f$. If we assume that $f(t)$ increases unboundedly, is there an example where the random walk is concentrated, but the modified random walk is not concentrated (around a different function $f'(t)$)?
Feb 28, 2013 at 8:47 vote accept yves
Feb 28, 2013 at 8:47 vote accept yves
Feb 28, 2013 at 8:47
Feb 28, 2013 at 6:32 history answered Ori Gurel-Gurevich CC BY-SA 3.0