Local asymptotics for the time of first return to the origin of transient random walk
Probability
2011-04-19 v1
Abstract
We consider a transient random walk on 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 .
Keywords
Cite
@article{arxiv.1104.3191,
title = {Local asymptotics for the time of first return to the origin of transient random walk},
author = {Ron Doney and Dmitry Korshunov},
journal= {arXiv preprint arXiv:1104.3191},
year = {2011}
}