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math.PR2014
Universality of local times of killed and reflected random walks
Denis Denisov, Vitali Wachtel
In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point con…
math.PR2014★ 4 cited
Exact asymptotics for the instant of crossing a curve boundary by an asymptotically stable random walk
Denis Denisov, Vitali Wachtel
Suppose that is an asymptotically stable random walk. Let be a positive function and be the first time when leaves . In this pape…