Strong renewal theorems and local large deviations for multivariate random walks and renewals
Abstract
We study a random walk on (), in the domain of attraction of an operator-stable distribution with index : in particular, we allow the scalings to be different along the different coordinates. We prove a strong renewal theorem, a sharp asymptotic of the Green function as , along the "favorite direction or scaling": (i) if (reminiscent of Garsia-Lamperti's condition when [Comm. Math. Helv. , 1962]); (ii) if a certain condition holds (reminiscent of Doney's condition [Probab. Theory Relat. Fields , 1997] when ). We also provide uniform bounds on the Green function , sharpening estimates when is away from this favorite direction or scaling. These results improve significantly the existing literature, which was mostly concerned with the case , in the favorite scaling, and has even left aside the case 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.
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