Nonlinear renewal theory for conditional random walks (Q803667)

The author studies the limit behaviour as \(m\to \infty\) of marginal and joint distributions of the random variables \[ T_ m=\inf \{n\geq m_ 0: mH(S^ 0_ n/n,\quad n/m)>0\}\text{ and } mH(S^ 0_{T_ m}/m,\quad T_ m/m), \] where H(\(\cdot)\) is a smooth function from \(R^{d+1}\) to R; \(\{S^ 0_ n\); \(n\leq m\}\) is the so-called conditional random walk which is generated by the standard d-dimensional random walk under fixed position at the last time moment m.