The hitting distribution of a line segment for two-dimensional random walks (Q501835)

Let \(S_n=z+\xi_1+\dots+\xi_n\) be a two-dimensional random walk of i.i.d. increments \(\xi_1,\xi_2,\dots\) and initial position \(S_0= z\), moving on the square lattice \(\mathbb{Z}^2\), which is supposed to be embedded into the complex plane \(\mathbb{C}\). Let \(n\) be a positive integer and denote by \(H^{I(n)}_z(s)\) the probability that the first visit (after time 0) to the interval \(\{-n+ 1, \dots , n-1\}\) of the random walk \(S\) starting at \(z\) takes place at \(s\). The main object of investigation is the asymptotic behavior of \(H^{I(n)}_z(s)\) as \(n\to\infty\).