Local limit theorem for the maximum of asymptotically stable random walks
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Publication:2428508
DOI10.1007/s00440-010-0326-3zbMath1237.60039OpenAlexW2056842008MaRDI QIDQ2428508
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
Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Renewal theory (60K05)
Related Items (4)
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
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- On a Local Limit Theorem for the Maximum of Sums of Independent Random Variables
- Wiener – hopf factorization revisited and some applications
- On the local behaviour of ladder height distributions
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