On the ladder heights of random walks attracted to stable laws of exponent 1

DOI10.1214/18-ECP122zbMath1390.60170OpenAlexW2794889848MaRDI QIDQ1748577

Kôhei Uchiyama

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1522375382

zbMATH Keywords

large deviationdomain of attractionrandom walkladder heightslowly varyingstable law of exponent 1

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Related Items (2)

Local large deviations and the strong renewal theorem ⋮ A renewal theorem for relatively stable variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Infinite limits and infinite limit points of random walks and trimmed sums
• One-sided local large deviation and renewal theorems in the case of infinite mean
• Spitzer's condition for random walks and Lévy processes
• Stability of the overshoot for Lévy processes
• Notes on random walks in the Cauchy domain of attraction
• Local large deviations and the strong renewal theorem
• Harmonic renewal measures
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• The Strong Law of Large Numbers When the Mean is Undefined
• A contribution to the theory of large deviations for sums of independent random variables
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Probability Inequalities for Sums of Independent Random Variables
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk

This page was built for publication: On the ladder heights of random walks attracted to stable laws of exponent 1