Local limit theorem for the maximum of asymptotically stable random walks

DOI10.1007/s00440-010-0326-3zbMath1237.60039OpenAlexW2056842008MaRDI QIDQ2428508

Vitali Wachtel

Publication date: 26 April 2012

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

Full work available at URL: https://opus.bibliothek.uni-augsburg.de/opus4/files/54971/54971.pdf

zbMATH Keywords

random walkslimit theoremsrenewal theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Renewal theory (60K05)

Related Items

Almost invariance of distributions for random walks on groups, Local behaviour of first passage probabilities, The entropic Erdős-Kac limit theorem, First-Passage Times over Moving Boundaries for Asymptotically Stable Walks

Cites Work

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• Unnamed Item