This article is cited in 1 paper

On a limit behavior of a one-dimensional random walk with non-integrable impurity

Andrey Pilipenko^ab, Lyudmila Sakhanenko<sup>c

a</sup> National Technical University of Ukraine "Kyiv Polytechnical Institute"
^b Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
^c Department of Probability and Statistics, Michigan State University, East Lansing, USA

Abstract: We consider the limit behavior of a one-dimensional symmetric random walk that is perturbed at zero. For the natural scaling of time and space the invariance principle is proved. The limit process is a skew Brownian motion.

Keywords: Skew Brownian motion, invariance principle, perturbed random walk.

MSC: 60F17, 60J50, 60J55

Language: English

Bibliographic databases:

• 
•