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Good Local Bounds for Simple Random Walks

Probability 2007-05-23 v1 Spectral Theory

Abstract

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Keywords

Cite

@article{arxiv.math/0208147,
  title  = {Good Local Bounds for Simple Random Walks},
  author = {Christine Ritzmann},
  journal= {arXiv preprint arXiv:math/0208147},
  year   = {2007}
}

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8 pages