On Tightness of the Skew Random Walks
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.
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| Format: | Article |
| Language: | English |
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Wiley
2012-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2012/371025 |
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| _version_ | 1850159912296906752 |
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| author | Youngsoo Seol |
| author_facet | Youngsoo Seol |
| author_sort | Youngsoo Seol |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-b2527d4152ee40feaae3de832a4554e9 |
| institution | OA Journals |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-b2527d4152ee40feaae3de832a4554e92025-08-20T02:23:19ZengWileyJournal of Probability and Statistics1687-952X1687-95382012-01-01201210.1155/2012/371025371025On Tightness of the Skew Random WalksYoungsoo Seol0Department of Mathematics, Iowa State University, Ames, IA 50010, USAThe 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.http://dx.doi.org/10.1155/2012/371025 |
| spellingShingle | Youngsoo Seol On Tightness of the Skew Random Walks Journal of Probability and Statistics |
| title | On Tightness of the Skew Random Walks |
| title_full | On Tightness of the Skew Random Walks |
| title_fullStr | On Tightness of the Skew Random Walks |
| title_full_unstemmed | On Tightness of the Skew Random Walks |
| title_short | On Tightness of the Skew Random Walks |
| title_sort | on tightness of the skew random walks |
| url | http://dx.doi.org/10.1155/2012/371025 |
| work_keys_str_mv | AT youngsooseol ontightnessoftheskewrandomwalks |