On the mean value of the ladder epoch for random walks with a small drift

DOI10.1070/IM2006v070n06ABEH002344zbMath1137.60020MaRDI QIDQ5445153

Vladimir Ivanovich Lotov

Publication date: 3 March 2008

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im2006v070n06abeh002344

zbMATH Keywords

domain of attraction; stable law

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60E10: Characteristic functions; other transforms

60G50: Sums of independent random variables; random walks

26A12: Rate of growth of functions, orders of infinity, slowly varying functions

40E05: Tauberian theorems

11N60: Distribution functions associated with additive and positive multiplicative functions

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