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Local asymptotics for the area of random walk excursions
Author(s) -
Denisov Denis,
Kolb Martin,
Wachtel Vitali
Publication year - 2015
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/jlms/jdu078
Subject(s) - excursion , random walk , mathematics , zero (linguistics) , limit (mathematics) , central limit theorem , variance (accounting) , statistical physics , mathematical analysis , statistics , physics , linguistics , philosophy , accounting , political science , law , business
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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