Local limit theorems for ladder moments

Vatutin, Vladimir; Wachtel, Vitali

Local limit theorems for ladder moments

dc.bibliographicCitation.seriesTitle	WIAS Preprints	eng
dc.bibliographicCitation.volume	1200
dc.contributor.author	Vatutin, Vladimir
dc.contributor.author	Wachtel, Vitali
dc.date.accessioned	2016-03-24T17:38:13Z
dc.date.available	2019-06-28T08:02:27Z
dc.date.issued	2007
dc.description.abstract	Let So = O,{Sn}n≥1 be a random walk generated by a sequence of i.i.d. random variables X1,X2,... and let [tau] ̄:= min{n ≥ 1 : Sn ≤ O} and [tau]+ := min{n ≥ 1 : Sn > 0}. Assuming that the distribution of X1 belongs to the domain of attraction of an [alpha]-stable law, [alpha]≠1, we study the asymptotic behavior of P([tau]±=n) as n → ∞.	eng
dc.description.version	publishedVersion	eng
dc.format	application/pdf
dc.identifier.issn	0946-8633
dc.identifier.uri	https://doi.org/10.34657/2598
dc.identifier.uri	https://oa.tib.eu/renate/handle/123456789/1838
dc.language.iso	eng	eng
dc.publisher	Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik	eng
dc.relation.issn	0946-8633	eng
dc.rights.license	This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.	eng
dc.rights.license	Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.	ger
dc.subject.ddc	510	eng
dc.title	Local limit theorems for ladder moments	eng
dc.type	Report	eng
dc.type	Text	eng
tib.accessRights	openAccess	eng
wgl.contributor	WIAS	eng
wgl.subject	Mathematik	eng
wgl.type	Report / Forschungsbericht / Arbeitspapier	eng

Files

Original bundle

Now showing 1 - 1 of 1

Name:: 528709356.pdf
Size:: 294.33 KB
Format:: Adobe Portable Document Format
Description:

Download

Collections

Mathematik
WIAS Preprints