The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. P. Billingsley. Convergence of probability measures. 2nd edition, Wiley, New York, (1999). MR1700749
  2. M. Campanino and D. Pétritis. On the physical relevance of random walks: an example of random walks on randomly oriented lattices "Random walks and geometry", V. Kaimanovitch (ed.), Walter de Gruyter (2004), 393--411. MR2087791
  3. M. Campanino and D. Pétritis. Random walks on randomly oriented lattices. Mark. Proc. Rel. Fields 9 (2003), 391-412. MR2028220
  4. C. Dombry and N. Guillotin-Plantard. Discrete approximation of a stable self-similar stationary increments process. To appear in Bernoulli (2008).
  5. N. Guillotin-Plantard and A. Le Ny. Transient random walks in dimension two. Theo. Probab. Appl. 52, No 4 (2007), 815--826.
  6. H. Kesten and F. Spitzer. A limit theorem related to a new class of self similar processes. Z. Wahrsch. Verw. Gebiete 50, (1979), 5--25. MR0550121
  7. J.F. Le Gall. Mouvement Brownien, processus de branchement et superprocessus. Notes de Cours de DEA, Ecole Normale SupÈrieure. Available on the website of E.N.S., rue d'Ulm, dÈpartement de mathÈmatiques (1994).
  8. D. Revuz and M. Yor. Continuous martingales and Brownian motion. Springer (1991). MR1083357
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.