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20122014
most citedTail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical

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math.PR2014

Scaling limit of the local time of the Sinai's random walk

Wenming Hong, Hui Yang, Ke Zhou

We prove that the local times of a sequence of Sinai's random walks convergence to those of Brox's diffusion by proper scaling, which is accord with the result of Seignourel (2000)…