Strong renewal theorems and local large deviations for multivariate random walks and renewals
نویسندگان
چکیده
منابع مشابه
Renewal theorems for random walks in random scenery∗
Random walks in random scenery are processes defined by Zn := ∑n k=1 ξX1+...+Xk , where (Xk, k ≥ 1) and (ξy, y ∈ Z) are two independent sequences of i.i.d. random variables. We suppose that the distributions of X1 and ξ0 belong to the normal domain of attraction of strictly stable distributions with index α ∈ [1, 2] and β ∈ (0, 2] respectively. We are interested in the asymptotic behaviour as |...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2019
ISSN: 1083-6489
DOI: 10.1214/19-ejp308