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Local asymptotics for the area of random walk excursions
Journal Of The London Mathematical SocietyPeer ReviewedDenisov Denis +22015Journals
We prove a local limit theorem for the area of the positive excursion 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.
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