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

R. A. Doney; D. A. Korshunov

doi:10.1016/j.spl.2011.04.017

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 journal › Article › peer-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 language	English
Pages (from-to)	1419-1424
Number of pages	5
Journal	Statistics and Probability Letters
Volume	81
Issue number	9
DOIs	https://doi.org/10.1016/j.spl.2011.04.017
Publication status	Published - Sept 2011

Keywords

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

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10.1016/j.spl.2011.04.017

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title = "Local asymptotics for the time of first return to the origin of transient random walk",

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. {\textcopyright} 2011 Elsevier B.V.",

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AB - 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.

KW - 60G50

KW - Defective renewal function

KW - First return to the origin

KW - Local limit theorem

KW - Multidimensional random walk

KW - Transience

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DO - 10.1016/j.spl.2011.04.017

M3 - Article

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VL - 81

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EP - 1424

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 9

ER -

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

Abstract

Keywords

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