Local asymptotics for the area of random walk excursions

Denis Denisov; Martin Kolb; Vitali Wachtel

doi:10.1112/jlms/jdu078

Local asymptotics for the area of random walk excursions

Denis Denisov, Martin Kolb, Vitali Wachtel

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English
Journal	Journal of the London Mathematical Society
DOIs	https://doi.org/10.1112/jlms/jdu078
Publication status	Published - Jan 2015

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10.1112/jlms/jdu078

http://jlms.oxfordjournals.org/content/early/2015/01/18/jlms.jdu078

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title = "Local asymptotics for the area of random walk excursions",

abstract = "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.",

author = "Denis Denisov and Martin Kolb and Vitali Wachtel",

year = "2015",

month = jan,

doi = "10.1112/jlms/jdu078",

language = "English",

journal = "Journal of the London Mathematical Society",

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AU - Kolb, Martin

AU - Wachtel, Vitali

PY - 2015/1

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N2 - 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.

AB - 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.

U2 - 10.1112/jlms/jdu078

DO - 10.1112/jlms/jdu078

M3 - Article

JO - Journal of the London Mathematical Society

JF - Journal of the London Mathematical Society

SN - 0024-6107

ER -

Local asymptotics for the area of random walk excursions

Abstract

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