Multidimensional Watson lemma and its applications

DOI10.1134/S0001434616030093zbMath1366.60077OpenAlexW2340272315WikidataQ125057423 ScholiaQ125057423MaRDI QIDQ325631

E. B. Yarovaya, A. I. Rytova

Publication date: 18 October 2016

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434616030093

zbMATH Keywords

branching random walkinfinite variance of jumpsmultidimensional latticemultidimensional Watson lemmasymmetric random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (6)

Survival analysis of particle populations in branching random walks ⋮ Branching random walks with alternating sign intensities of branching sources ⋮ Harmonic analysis of branching random walks with heavy tails ⋮ Moments of particle numbers in a branching random walk with heavy tails ⋮ Operator equations of branching random walks ⋮ Heavy-tailed branching random walks on multidimensional lattices. A moment approach

Cites Work

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• Asymptotic approximations for probability integrals
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• On the asymptotic Laplace method and its application to random chaos
• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
• Asymptotics. II: Laplace's method for multiple integrals
• Branching Random Walks with Heavy Tails
• Asymptotic Analysis of Random Walks
• Global limit theorems on the convergence of multidimensional random walks to stable processes

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