On Tightness of the Skew Random Walks

2011/06/24 by Youngsoo Seol, Seol, Youngsoo
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1106.5042

openalex publication_date 2011/06/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of tightness is based on a fourth-order moment method.

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