On the exact asymptotic behaviour of the distribution of ladder epochs

DOI10.1016/0304-4149(82)90042-4zbMath0482.60066OpenAlexW1979640611MaRDI QIDQ1162762

Ronald Arthur Doney

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90042-4

zbMATH Keywords

first passage timesladder heightsladder epochs

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

Related Items (16)

Scaling limit of the subdiffusive random walk on a Galton-Watson tree in random environment ⋮ The geometry of a critical percolation cluster on the UIPT ⋮ Scaling limits of discrete snakes with stable branching ⋮ Recurrence and transience of random difference equations in the critical case ⋮ Local behaviour of first passage probabilities ⋮ On recurrence of the multidimensional Lindley process ⋮ Local probabilities for random walks conditioned to stay positive ⋮ A note on summability of ladder heights and the distributions of ladder epochs for random walks ⋮ Notes on random walks in the Cauchy domain of attraction ⋮ Duality of random planar maps via percolation ⋮ On scaling limits of multitype Galton-Watson trees with possibly infinite variance ⋮ Spitzer's condition and ladder variables in random walks ⋮ Markov chains with heavy-tailed increments and asymptotically zero drift ⋮ On the existence of the mean ladder height for random walk ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Percolations on random maps. I: Half-plane models

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Moments of ladder heights in random walks
• Asymptotic properties of supercritical branching processes I: The Galton-Watson process
• A note on a condition satisfied by certain random walks
• On a condition satisfied by certain random walks
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Some local limit results in fluctuation theory
• Limit theorems for the single server queue with traffic intensity one
• On the maximum of sums of random variables and the supremum functional for stable processes
• Maxima of sums of random variables and suprema of stable processes
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
• Regularly varying functions

This page was built for publication: On the exact asymptotic behaviour of the distribution of ladder epochs