Local asymptotics for the area under the random walk excursion
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Abstract We study the tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local central limit theorem for the duration of the excursion conditioned on the large values of its area.
2021 ◽
Vol 179
(3-4)
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pp. 1145-1181
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1981 ◽
pp. 321-330
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1994 ◽
pp. 21-75
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1974 ◽
Vol 37
(3)
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pp. 256-256
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2018 ◽
Vol 2018
(1)
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