Weak quenched limit theorems for a random walk in a sparse random environment
Author:
Affiliation:
1. Mathematical Institute, University of Wroclaw, Pl. Grunwaldzki 2, 50-384 Wroclaw, Poland
Publisher
Institute of Mathematical Statistics
Reference28 articles.
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3. D. Buraczewski, E. Damek, and T. Mikosch, Stochastic models with power-law tails, Springer Series in Operations Research and Financial Engineering, Springer, [Cham], 2016, The equation X=AX+B.
4. D. Buraczewski and P. Dyszewski, Precise large deviations for random walk in random environment, Electronic Journal of Probability 23 (2018), 1–26.
5. D. Buraczewski, P. Dyszewski, A. Iksanov, and A. Marynych, Random walks in a strongly sparse random environment, Stochastic Processes and their Applications 130 (2020), 3990–4027.
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