Spitzer's condition and ladder variables in random walks

DOI10.1007/BF01202785zbMath0818.60060OpenAlexW2008284396MaRDI QIDQ1804994

Ronald Arthur Doney

Publication date: 17 August 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01202785

zbMATH Keywords

domain of attractionrandom walkfluctuation theorySpitzer's condition

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites Work

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• On the asymptotic distribution of sums of independent identically distributed random variables
• On the exact asymptotic behaviour of the distribution of ladder epochs
• On the joint distribution of ladder variables of random walk
• A Combinatorial Lemma and Its Application to Probability Theory
• Spitzer's condition for asymptotically symmetric random walk
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• On a condition satisfied by certain random walks
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk

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