Transition phenomena for ladder epochs of random walks with small negative drift
Probability
2009-05-11 v1
Abstract
For a family of random walks satisfying we consider ladder epochs . We study the asymptotic, as , behaviour of in the case when . As a consequence we obtain also the growth rates of the moments of .
Keywords
Cite
@article{arxiv.0905.1186,
title = {Transition phenomena for ladder epochs of random walks with small negative drift},
author = {Vitali Wachtel},
journal= {arXiv preprint arXiv:0905.1186},
year = {2009}
}
Comments
27 pages