Local asymptotics for the time of first return to the origin of transient random walk

DOI10.1016/J.SPL.2011.04.017zbMATH Open1226.60065arXiv1104.3191OpenAlexW2132772021MaRDI QIDQ553100FDOQ553100

Authors: Ronald A. Doney, Dmitry Korshunov 

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to the origin of such a random walk at time $n$.

Full work available at URL: https://arxiv.org/abs/1104.3191

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zbMATH Keywords

local limit theoremtransiencedefective renewal functionfirst return to the originmultidimensional random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cited In (8)

• On the local times of transient random walks
• On the return to equilibrium
• A lifetime of excursions through random walks and Lévy processes
• Non trivial limit distributions for transient renewal chains
• Local time and first return time for periodic semi-flows
• Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\)
• Return probabilities on nonunimodular transitive graphs
• Strong transience for one-dimensional Markov chains with asymptotically zero drifts

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