A conditional local limit theorem and its application to random walk

Kaigh, W. D.

doi:10.1090/S0002-9904-1974-13597-4

Bulletin of the American Mathematical Society

The Bulletin publishes expository articles on contemporary mathematical research, written in a way that gives insight to mathematicians who may not be experts in the particular topic. The Bulletin also publishes reviews of selected books in mathematics and short articles in the Mathematical Perspectives section, both by invitation only.

ISSN 1088-9485 (online) ISSN 0273-0979 (print)

The 2020 MCQ for Bulletin of the American Mathematical Society is 0.84.

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A conditional local limit theorem and its application to random walk
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Bull. Amer. Math. Soc. 80 (1974), 769-770

References

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Barry Belkin, An invariance principle for conditioned recurrent random walk attracted to a stable law, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 21 (1972), 45–64. MR 309200, DOI 10.1007/BF00535106
Kiyoshi Itô and Henry P. McKean Jr., Diffusion processes and their sample paths, Die Grundlehren der mathematischen Wissenschaften, Band 125, Academic Press, Inc., Publishers, New York; Springer-Verlag, Berlin-New York, 1965. MR 0199891
Harry Kesten, Ratio theorems for random walks. II, J. Analyse Math. 11 (1963), 323–379. MR 163365, DOI 10.1007/BF02789990
Paul Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars & Cie, Paris, 1965 (French). Suivi d’une note de M. Loève; Deuxième édition revue et augmentée. MR 0190953