Local asymptotics for the area of random walk excursions
M. Kolb, D. Denisov, V. Wachtel, Journal of the London Mathematical Society 91 (2015) 495–513.
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Journal Article
| Published
| English
Author
Kolb, MartinLibreCat;
Denisov, Denis;
Wachtel, Vitali
Department
Abstract
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.
Publishing Year
Journal Title
Journal of the London Mathematical Society
Volume
91
Issue
2
Page
495-513
LibreCat-ID
Cite this
Kolb M, Denisov D, Wachtel V. Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society. 2015;91(2):495-513.
Kolb, M., Denisov, D., & Wachtel, V. (2015). Local asymptotics for the area of random walk excursions. Journal of the London Mathematical Society, 91(2), 495–513.
@article{Kolb_Denisov_Wachtel_2015, title={Local asymptotics for the area of random walk excursions}, volume={91}, number={2}, journal={Journal of the London Mathematical Society}, publisher={London Mathematical Society}, author={Kolb, Martin and Denisov, Denis and Wachtel, Vitali}, year={2015}, pages={495–513} }
Kolb, Martin, Denis Denisov, and Vitali Wachtel. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society 91, no. 2 (2015): 495–513.
M. Kolb, D. Denisov, and V. Wachtel, “Local asymptotics for the area of random walk excursions,” Journal of the London Mathematical Society, vol. 91, no. 2, pp. 495–513, 2015.
Kolb, Martin, et al. “Local Asymptotics for the Area of Random Walk Excursions.” Journal of the London Mathematical Society, vol. 91, no. 2, London Mathematical Society, 2015, pp. 495–513.
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