Local limit theorems for ladder epochs

Details Local limit theorems for ladder epochs Local limit theorems for ladder epochs

2007-01-31

arxiv.org/abs/math/0701914v1

Mathematics

Probability

21 pages

Scientific paper

Let {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d.
random variables X_1, X_2,... and let tau 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 P(tau=n).

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