Multidimensional Watson lemma and its applications

DOI10.1134/S0001434616030093MaRDI QIDQ325631zbMATH OpenOpenAlexWikidataFDO

Authors A. I. Rytova, E. B. Yarovaya

Publication date 18 October 2016

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0001434616030093

zbMATH Keywords

branching random walkinfinite variance of jumpsmultidimensional latticemultidimensional Watson lemmasymmetric random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 4044390 (Why is no real title available?)
• Asymptotic Analysis of Random Walks
• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
• Asymptotic approximations for probability integrals
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Asymptotics. II: Laplace's method for multiple integrals
• Branching random walks with heavy tails
• Global limit theorems on the convergence of multidimensional random walks to stable processes
• On the asymptotic Laplace method and its application to random chaos

Cited in

(8)

• Phase states aggregation of random walk on a multidimensional lattice
• Harmonic analysis of branching random walks with heavy tails
• Moments of particle numbers in a branching random walk with heavy tails
• Survival analysis of particle populations in branching random walks
• Branching random walks with alternating sign intensities of branching sources
• [[:Publication:6496903|On a periodic branching random walk on \(\mathbf{Z}^Template:D\) with an Infinite variance of jumps]]
• Operator equations of branching random walks
• Heavy-tailed branching random walks on multidimensional lattices. A moment approach

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