Spitzer's condition for random walks and Lévy processes

DOI10.1016/S0246-0203(97)80120-3zbMath0880.60078MaRDI QIDQ1359048

Jean Bertoin, Ronald Arthur Doney

Publication date: 3 February 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_2_167_0

zbMATH Keywords

stable laws; Wiener-Hopf factorization; local limit theorems; ladder variables; arc-sine law

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60J99: Markov processes

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