Local probabilities for random walks with negative drift conditioned to stay nonnegative

DOI10.1214/EJP.V19-3426zbMath1307.60050OpenAlexW2142507224MaRDI QIDQ2514279

Denis Denisov, Vitali Wachtel, Vladimir A. Vatutin

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v19-3426

zbMATH Keywords

random walkexit timenegative driftconditional local limit theorems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

Limit theorems for affine Markov walks conditioned to stay positive ⋮ Asymptotics for exponential functionals of random walks ⋮ Asymptotic results for heavy-tailed Lévy processes and their exponential functionals

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