Spitzer's condition for random walks and Lévy processes

DOI10.1016/S0246-0203(97)80120-3zbMath0880.60078OpenAlexW2019053486MaRDI QIDQ1359048

Jean Bertoin, Ronald Arthur Doney

Publication date: 3 February 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_2_167_0

zbMATH Keywords

stable lawsWiener-Hopf factorizationlocal limit theoremsladder variablesarc-sine law

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov processes (60J99)

Related Items

Range and critical generations of a random walk on Galton-Watson trees, Markov Chains Conditioned Never to Wait Too Long at the Origin, The first passage time problem over a moving boundary for asymptotically stable Lévy processes, On a small-time limit behavior of the probability that a Lévy process stays positive, Suprema of Lévy processes, Extensions of Regularity for a Lévy Process, Martingales and rates of presence in homogeneous fragmentations, Recurrence and transience of random difference equations in the critical case, Local behaviour of first passage probabilities, Unnamed Item, Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process, Some independence results related to the arc-sine law, On the ladder heights of random walks attracted to stable laws of exponent 1, An arcsine law for Markov random walks, Persistence Probabilities and Exponents, Critical branching processes in random environment and Cauchy domain of attraction, Local large deviations and the strong renewal theorem, A lifetime of excursions through random walks and Lévy processes, Abrupt Lévy processes., Arcsine laws for random walks generated from random permutations with applications to genomics, Windings of Planar Stable Processes, Extinction rate of continuous state branching processes in critical Lévy environments