Local asymptotics for the time of first return to the origin of transient random walk

DOI10.1016/j.spl.2011.04.017zbMath1226.60065arXiv1104.3191OpenAlexW2132772021MaRDI QIDQ553100

Ronald Arthur Doney, Dmitrii Korshunov

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.3191

zbMATH Keywords

transiencelocal limit theoremdefective renewal functionfirst return to the originmultidimensional random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (5)

Non trivial limit distributions for transient renewal chains ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\) ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Return probabilities on nonunimodular transitive graphs

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• Ratio theorems for random walks. II
• An Introduction to Heavy-Tailed and Subexponential Distributions
• The range of recurrent random walk in the plane

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