Probability estimates for the small deviations of d-dimensional random walk

DOI10.1214/AOP/1176993443zbMATH Open0519.60044OpenAlexW1995516947MaRDI QIDQ1054367FDOQ1054367

Authors: Philip S. Griffin 

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993443

zbMATH Keywords

asymptotic estimateslocal limit theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (5)

• The influence of extremes on the law of the iterated logarithm
• Random walks driven by low moment measures
• Matrix normalized convergence of a Lévy process to normality at zero
• Asymptotic normality of Winsorized means
• The law of the iterated logarithm for local time of a Lévy process

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