On the joint distribution of ladder variables of random walk

DOI10.1007/BF01192558zbMath0791.60058OpenAlexW2012889700MaRDI QIDQ1326326

Ronald Arthur Doney, Prescilla E. Greenwood

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192558

zbMATH Keywords

ladder heightdomain of attraction of a bivariate stable lawladder time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (8)

Local behaviour of first passage probabilities ⋮ Invariance principles for local times at the maximum of random walks and Lévy processes ⋮ Invariance principles for random walks conditioned to stay positive ⋮ On a multivariate strong renewal theorem ⋮ Spitzer's condition and ladder variables in random walks ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ A local limit theorem for random walks conditioned to stay positive ⋮ Strong renewal theorems with infinite mean beyond local large deviations

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