A note on a condition satisfied by certain random walks

DOI10.2307/3213357zbMath0378.60057OpenAlexW4241052230MaRDI QIDQ4157749

Ronald Arthur Doney

Publication date: 1977

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

Full work available at URL: https://doi.org/10.2307/3213357

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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On the joint distribution of ladder variables of random walk ⋮ Asset demands and consumption with longevity risk ⋮ Recurrence and transience of random difference equations in the critical case ⋮ On the exact asymptotic behaviour of the distribution of ladder epochs ⋮ Limit theorems for weakly subcritical branching processes in random environment ⋮ Harmonic renewal measures ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ The supercritical birth, death and catastrophe process: Limit theorems on the set of extinction

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