English

Strong renewal theorems and local large deviations for multivariate random walks and renewals

Probability 2019-04-18 v2

Abstract

We study a random walk Sn\mathbf{S}_n on Zd\mathbb{Z}^d (d1d\geq 1), in the domain of attraction of an operator-stable distribution with index α=(α1,,αd)(0,2]d\boldsymbol{\alpha}=(\alpha_1,\ldots,\alpha_d) \in (0,2]^d: in particular, we allow the scalings to be different along the different coordinates. We prove a strong renewal theorem, i.e.i.e. a sharp asymptotic of the Green function G(0,x)G(\mathbf{0},\mathbf{x}) as x+\|\mathbf{x}\|\to +\infty, along the "favorite direction or scaling": (i) if i=1dαi1<2\sum_{i=1}^d \alpha_i^{-1} < 2 (reminiscent of Garsia-Lamperti's condition when d=1d=1 [Comm. Math. Helv. 37\mathbf{37}, 1962]); (ii) if a certain locallocal condition holds (reminiscent of Doney's condition [Probab. Theory Relat. Fields 107\mathbf{107}, 1997] when d=1d=1). We also provide uniform bounds on the Green function G(0,x)G(\mathbf{0},\mathbf{x}), sharpening estimates when x\mathbf{x} is away from this favorite direction or scaling. These results improve significantly the existing literature, which was mostly concerned with the case αiα\alpha_i\equiv \alpha, in the favorite scaling, and has even left aside the case α[1,2)\alpha\in[1,2) with non-zero mean. Most of our estimates rely on new general (multivariate) local large deviations results, that were missing in the literature and that are of interest on their own.

Keywords

Cite

@article{arxiv.1807.03575,
  title  = {Strong renewal theorems and local large deviations for multivariate random walks and renewals},
  author = {Quentin Berger},
  journal= {arXiv preprint arXiv:1807.03575},
  year   = {2019}
}

Comments

46 pages, comments are welcome

R2 v1 2026-06-23T02:56:08.558Z