A local limit theorem for random walks conditioned to stay positive

DOI10.1007/s00440-005-0444-5zbMath1080.60045arXivmath/0406182MaRDI QIDQ2575677

Francesco Caravenna

Publication date: 6 December 2005

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

Full work available at URL: https://arxiv.org/abs/math/0406182

zbMATH Keywords

renewal theory; fluctuation theory

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60K05: Renewal theory

Related Items

One dimensional lattice random walks with absorption at a point/on a half line, Survival of branching random walks with absorption, Invariance principles for random walks conditioned to stay positive, Local probabilities for random walks conditioned to stay positive

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