Local asymptotics for the area of random walk excursions
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OWP2013_19.pdf (377.7Kb)Date
2013-09-05MFO Scientific Program
Research in Pairs 2013Series
Oberwolfach Preprints;2013,19Metadata
Show full item recordOWP-2013-19
Abstract
We prove a local limit theorem for the area of the positive exursion of random walks with zero mean and finite variance. Our main result complements previous work of Caravenna and Chaumont, Sohier, as well as Kim and Pittel.
Mathematics Subject Classification (MSC)
60Collections
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