Local asymptotics for the area under the random walk excursion
Local asymptotics for the area under the random walk excursion
About this item
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Author / Creator
Publisher
Cambridge, UK: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
Cambridge, UK: Cambridge University Press
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Scope and Contents
Contents
We study the tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local central limit theorem for the duration of the excursion conditioned on the large values of its area.
Alternative Titles
Full title
Local asymptotics for the area under the random walk excursion
Authors, Artists and Contributors
Author / Creator
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TN_cdi_proquest_journals_2076191585
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2076191585
Other Identifiers
ISSN
0001-8678
E-ISSN
1475-6064
DOI
10.1017/apr.2018.26
