Local asymptotics for the time of first return to the origin of transient random walk

R.A. Doney and D.A. Korshunov

Statistics & Probability Letters, 2011, vol. 81, issue 9, 1419-1424

Abstract: We consider a transient random walk on which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to the origin of such a random walk at time n.

Keywords: Multidimensional; random; walk; Transience; First; return; to; the; origin; Local; limit; theorem; Defective; renewal; function (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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