Local probabilities for random walks conditioned to stay positive
| dc.creator | Vatutin, Vladimir | |
| dc.creator | Wachtel, Vitali | |
| dc.date | 2007-11-08 | |
| dc.date.accessioned | 2026-07-07T08:41:37Z | |
| dc.date.available | 2026-07-07T08:41:37Z | |
| dc.description | Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let τ^{-} be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an α-stable law we study the asymptotic behavior of the local probabilities P(τ^{-}=n) and the conditional local probabilities P(S_n\in [x,x+y)|τ^{-}>n) for fixed y and x=x(n)\in (0,\infty). | |
| dc.identifier | https://arxiv.org/abs/0711.1302 | |
| dc.identifier | http://arxiv.org/abs/0711.1302 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/141727 | |
| dc.subject | Probability | |
| dc.title | Local probabilities for random walks conditioned to stay positive | |
| dc.type | text |