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Browsing Oberwolfach Preprints (OWP) by Subject "Airy distribution"
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Local asymptotics for the area of random walk excursions
(
Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach,
2013
)
Denisov, Denis
;
Planat, Martin
;
Saniga, Vitali
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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.
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