4 citations · 6 across the 8 of their papers we have counts for
Showing 2007 · math.PRShow all
2 papers · 2 filters
math.PR2007
Local probabilities for random walks conditioned to stay positive
Vladimir Vatutin, Vitali Wachtel
Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let τ^{-} be the first descending ladder epoch. Assuming that the distribut…
math.PR2007★ 1 cited
Local limit theorems for ladder epochs
Vladimir Vatutin, Vitali Wachtel
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 distribu…