On a condition satisfied by certain random walks

DOI10.1007/BF00539437zbMath0283.60070OpenAlexW2029424788MaRDI QIDQ4769739

D. J. Emery

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00539437

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (6)

On the joint distribution of ladder variables of random walk ⋮ Recurrence and transience of random difference equations in the critical case ⋮ On the exact asymptotic behaviour of the distribution of ladder epochs ⋮ Spitzer's condition and ladder variables in random walks ⋮ Harmonic renewal measures ⋮ Harmonic renewal measures and bivariate domains of attraction in fluctuation theory

Cites Work

• On the asymptotic distribution of sums of independent identically distributed random variables
• A Combinatorial Lemma and Its Application to Probability Theory
• Limit theorems in fluctuation theory
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Some local limit results in fluctuation theory
• Limiting behaviour of the distributions of the maxima of partial sums of certain random walks
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