Local limit theorems for ladder epochs

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dc.creatorVatutin, Vladimir
dc.creatorWachtel, Vitali
dc.date2007-01-31
dc.date.accessioned2026-07-07T07:44:04Z
dc.date.available2026-07-07T07:44:04Z
dc.descriptionLet {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d. random variables X_1, X_2,... and let tau be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an alpha-stable law, we study the asymptotic behavior of P(tau=n).
dc.description21 pages
dc.identifierhttps://arxiv.org/abs/math/0701914
dc.identifierhttp://arxiv.org/abs/math/0701914
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123064
dc.subjectProbability
dc.subject60G50
dc.titleLocal limit theorems for ladder epochs
dc.typetext

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