منابع مشابه
Local Limit Theorems for Ladder Epochs
Let S0 = 0, {Sn}n≥1 be a random walk generated by a sequence of i.i.d. random variables X1,X2, ... and let τ− := min {n ≥ 1 : Sn ≤ 0} and τ := min {n ≥ 1 : Sn > 0}. Assuming that the distribution of X1 belongs to the domain of attraction of an α-stable law, α 6= 1, we study the asymptotic behavior of P(τ± = n) as n → ∞.
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ژورنال
عنوان ژورنال: Nature
سال: 1892
ISSN: 0028-0836,1476-4687
DOI: 10.1038/046418b0