Back to Search
Start Over
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
- Publication Year :
- 2024
-
Abstract
- We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in \cite{DTW23}. Obtained there expansions make sense in the zone $x=o(\frac{\sqrt{n}}{\log^{1/2} n})$ only. In the present paper we derive an alternative expansion, which deals with $x$ of order $\sqrt{n}$.<br />Comment: 40 pages
- Subjects :
- Mathematics - Probability
60G50, 60G40, 60F17
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2412.09145
- Document Type :
- Working Paper