Local asymptotics for the area of random walk excursions

Denis Denisov, Martin Kolb, Vitali Wachtel

    Research output: Contribution to journalArticlepeer-review


    We prove a local limit theorem for the area of the positive excursion of random walks with zero mean and finite variance. Our main result complements previous work of Caravenna and Chaumont; Sohier, as well as Kim and Pittel.
    Original languageEnglish
    JournalJournal of the London Mathematical Society
    Publication statusPublished - Jan 2015


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