Local asymptotics for the time of first return to the origin of transient random walk

R. A. Doney, D. A. Korshunov

    Research output: Contribution to journalArticlepeer-review

    Abstract

    We consider a transient random walk on Zd which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to the origin of such a random walk at time n. © 2011 Elsevier B.V.
    Original languageEnglish
    Pages (from-to)1419-1424
    Number of pages5
    JournalStatistics and Probability Letters
    Volume81
    Issue number9
    DOIs
    Publication statusPublished - Sept 2011

    Keywords

    • 60G50
    • Defective renewal function
    • First return to the origin
    • Local limit theorem
    • Multidimensional random walk
    • Transience

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