Local behaviour of first passage probabilities

DOI10.1007/s00440-010-0330-7zbMath1237.60036arXiv1006.5316OpenAlexW2098274133MaRDI QIDQ2428500

Ronald Arthur Doney

Publication date: 26 April 2012

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

Full work available at URL: https://arxiv.org/abs/1006.5316

zbMATH Keywords

stable lawsrandom walklimit theorems

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

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