Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis

作者：Lotov V I^*

来源：Proceedings of the Steklov Institute of Mathematics, 2013, 282(1): 146-156.

DOI：10.1134/S0081543813060138

A complete asymptotic expansion for n -%26gt; a is obtained in a local limit theorem for the distribution of the sojourn time of a random walk with zero drift in the set (b,a) during n steps. Here b = b(n) -%26gt; a, b(n) = o(n), and Cram,r-type conditions are imposed on the distribution of jumps of the walk.

• 出版日期2013-10