Stretched random walks and the behaviour of their summands.

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the context of large exceedances of finite sums of i.i.d. random variables. Some consequences are drawn pertaining to the local behaviour of a random walk conditioned on a large deviation constraint on its end value. It is shown that the sample paths exhibit local oblic segments with increasing size and slope as the length of the random walk increases.

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Additional Info

Field Value
Source https://hal.science/hal-00701807
Author Broniatowski, Michel, Cao, Zhansheng
Maintainer CCSD
Last Updated May 16, 2026, 20:25 (UTC)
Created May 16, 2026, 20:25 (UTC)
Identifier hal-00701807
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire de Statistique Théorique et Appliquée (LSTA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS)
creator Broniatowski, Michel
date 2012-05-26T00:00:00
harvest_object_id ebdb0094-26d2-4d6e-b781-0af9c6b891da
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-08-12T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1205.5936
set_spec type:UNDEFINED