A radial invariance principle for non-homogeneous random walks
(2018)
Journal Article
Georgiou, N., Mijatović, A., & Wade, A. R. (2018). A radial invariance principle for non-homogeneous random walks. Electronic Communications in Probability, 23, Article 56. https://doi.org/10.1214/18-ecp159
Consider non-homogeneous zero-drift random walks in Rd, d≥2, with the asymptotic increment covariance matrix σ2(u) satisfying u⊤σ2(u)u=U and trσ2(u)=V in all in directions u∈Sd−1 for some positive constants U<V. In this paper we establish weak conver...