{ "id": "math/0701914", "version": "v1", "published": "2007-01-31T10:06:36.000Z", "updated": "2007-01-31T10:06:36.000Z", "title": "Local limit theorems for ladder epochs", "authors": [ "Vladimir Vatutin", "Vitali Wachtel" ], "comment": "21 pages", "categories": [ "math.PR" ], "abstract": "Let {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d. random variables X_1, X_2,... and let tau be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an alpha-stable law, we study the asymptotic behavior of P(tau=n).", "revisions": [ { "version": "v1", "updated": "2007-01-31T10:06:36.000Z" } ], "analyses": { "subjects": [ "60G50" ], "keywords": [ "local limit theorems", "first descending ladder epoch", "random variables", "random walk", "asymptotic behavior" ], "note": { "typesetting": "TeX", "pages": 21, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007math......1914V" } } }