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Ratio Limit Theorems for Random Walks and Lévy Processes

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Abstract

In this paper, we study quasi-symmetric random walks and Lévy processes, a property first introduced by C.J. Stone, discuss the α-invariant Radon measures for random walks and Lévy processes, and formulate some nice ratio limit theorems which are closely related to α-invariant Radon measures.

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Authors and Affiliations

  1. Institute of Mathematics, Fudan University, Shanghai, 200433, P.R. China

    Minzhi Zhao & Jiangang Ying

Authors
  1. Minzhi Zhao
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  2. Jiangang Ying
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Correspondence to Minzhi Zhao.

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Mathematics Subject Classifications (2000)

60G51, 60G50.

Research supported in part by NSFC 10271109.

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Zhao, M., Ying, J. Ratio Limit Theorems for Random Walks and Lévy Processes. Potential Anal 23, 357–380 (2005). https://doi.org/10.1007/s11118-005-2607-5

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  • DOI: https://doi.org/10.1007/s11118-005-2607-5

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