Local limit theorem for the first crossing time of a fixed level by a random walk

DOI10.3103/S1055134410030041zbMath1249.60092MaRDI QIDQ2880491

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 13 April 2012

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

random walklocal limit theoremarithmetic distributionnonarithmetic distributionfirst crossing time of a fixed level

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

Maxima of branching random walks with piecewise constant variance

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