Local asymptotics for the area of random walk excursions

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Datum
2013-09-05MFO Scientific Program
Research in Pairs 2013Serie
Oberwolfach Preprints;2013,19Autor
Denisov, Denis
Kolb, Martin
Wachtel, Vitali
Metadata
Zur LanganzeigeOWP-2013-19
Zusammenfassung
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.