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Bounds in the local limit theorem for a random walk conditioned to stay positive

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Publication:1703894
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DOI10.1007/978-3-319-65313-6_6zbMath1382.60100OpenAlexW2612784240MaRDI QIDQ1703894

I. G. Grama, Emile Le Page

Publication date: 8 March 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-65313-6_6


zbMATH Keywords

exit timelocal limit theoremrandom walk conditioned to stay positive


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)


Related Items (2)

Precise large deviation asymptotics for products of random matrices ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains







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