A local limit theorem for first passage time

DOI10.1007/BF00976138zbMath0427.60047OpenAlexW2136740742MaRDI QIDQ1136422

M. S. Ehppel'

Publication date: 1979

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00976138

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (8)

Conditioned limit theorems for hyperbolic dynamical systems ⋮ Local behaviour of first passage probabilities ⋮ Reduced critical branching processes in random environment ⋮ Limit theorems for random walks with absorption ⋮ The almost sure limits of the minimal position and the additive martingale in a branching random walk ⋮ Local probabilities for random walks conditioned to stay positive ⋮ On the probability that integrated random walks stay positive ⋮ Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem

Cites Work

• On the moments and limit distributions of some first passage times
• Classes of sequences of positive numbers
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