12.07.2015 Views

Local Behaviour of First Passage Probabilities - MIMS - The ...

Local Behaviour of First Passage Probabilities - MIMS - The ...

Local Behaviour of First Passage Probabilities - MIMS - The ...

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

[17] M. S. Eppel. A local limit theorem for …rst passage time. Siberian Math.J., 20, 181-191, (1979).[18] K.B. Erickson. <strong>The</strong> strong law <strong>of</strong> large numbers when the mean is unde…ned.Trans. Amer. Math. Soc. 185, 371-381, (1973).[19] E. Jones., Large deviations <strong>of</strong> random walks and Lévy processes. <strong>The</strong>sis,University <strong>of</strong> Manchester, (2009).[20] H. Kesten. Ratio <strong>The</strong>orems for random walks II. J. d’Analyse Math. 11,323-379, (1963).[21] V. A. Vatutin and V. Wachtel. <strong>Local</strong> probabilities for random walks conditionedto stay positive, Probab. <strong>The</strong>ory Related Fields, 143, 177-217,(2009).[22] V. Wachtel. <strong>Local</strong> limit theorem for the maximum <strong>of</strong> asymptotically stablerandom walks. Preprint, (2010).24

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!