Local large deviations and the strong renewal theorem
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Publication:2316596
Abstract: We establish two different, but related results for random walks in the domain of attraction of a stable law of index . The first result is a local large deviation upper bound, valid for , which improves on the classical Gnedenko and Stone local limit theorems. The second result, valid for , is the derivation of necessary and sufficient conditions for the random walk to satisfy the strong renewal theorem (SRT). This solves a long standing problem, which dates back to the 1962 paper of Garsia and Lamperti [Comm. Math. Helv.] for renewal processes (i.e. random walks with non-negative increments), and to the 1968 paper of Williamson [Pacific J. Math.] for general random walks. This paper supersedes the individual preprints arXiv:1507.07502 and arXiv:1507.06790
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