Timeline for How often a random walk with irrational increments is close to 0?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Feb 12, 2020 at 12:10 | comment | added | kaleidoscop | Well, you actually understood my comment, because that is exactly what I was trying to get :) | |
| Feb 12, 2020 at 12:04 | comment | added | Mateusz Kwaśnicki | @kaleidoscop: Sorry, I do not quite understand your comment. I do not think there is a "soft" way to answer this kind of questions, so I suppose that one cannot simply link the rate of convergence of the sum to zero with distributional properties of the increment $X_i$. | |
| Feb 12, 2020 at 10:42 | comment | added | kaleidoscop | Ok thanks for this nice approach! So you transfer the problem to a random walk on higher dimensions. I was actually interested by general results from the theory of random walks: is it possible to relate the distribution of the increments to how often the chain will pass close to some state? This way that might directly lead to a condition on the law of the $X_i$ (instead of some estimates on $\omega$) | |
| Feb 12, 2020 at 10:01 | history | answered | Mateusz Kwaśnicki | CC BY-SA 4.0 |