Excursions and local limit theorems for Bessel-like random walks

DOI10.1214/EJP.v16-848zbMath1228.60077arXiv0912.4550OpenAlexW2087494571MaRDI QIDQ638373

Kenneth S. Alexander

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4550

zbMATH Keywords

Bessel processrandom walkexcursionLamperti problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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