Local probabilities for random walks conditioned to stay positive
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Abstract: Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let au^{-} be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an alpha-stable law we study the asymptotic behavior of the local probabilities P( au ^{-}=n) and the conditional local probabilities P(S_nin [x,x+y)| au^{-}>n) for fixed y and x=x(n)in (0,infty).
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