We prove a local limit theorem for the area of the positive exursion of random walks with zero mean and finite variance. Our main result complements previous work of Caravenna and Chaumont, Sohier, as well as Kim and Pittel
There is a long history of establishing central limit theorems for Markov chains. Quantitative bound...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
Denisov D, Kolb M, Wachtel V. Local asymptotics for the area of random walk excursions. J. Lond. Mat...
Perfilev E, Wachtel V. Local asymptotics for the area under the random walk excursion. Adv. in Appl....
This work is devoted to the study of the area under a random process. In the second section we study...
Perfilev E, Wachtel V. Local tail asymptotics for the joint distribution of length and of maximum of...
We consider Sinai's random walk in random environment $(S_n)_{n\in\mathbb{N}}$. We prove a local lim...
Wachtel V. Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
The purpose of this note is to generalize the distribution of the local time of a purely binomial ra...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
20 pages. New version of the paper, in a more general setting. To appear on: Probability Theory and ...
Denisov D, Perfilev E, Wachtel V. Tail asymptotics for the area under the excursion of a random walk...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
There is a long history of establishing central limit theorems for Markov chains. Quantitative bound...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
Denisov D, Kolb M, Wachtel V. Local asymptotics for the area of random walk excursions. J. Lond. Mat...
Perfilev E, Wachtel V. Local asymptotics for the area under the random walk excursion. Adv. in Appl....
This work is devoted to the study of the area under a random process. In the second section we study...
Perfilev E, Wachtel V. Local tail asymptotics for the joint distribution of length and of maximum of...
We consider Sinai's random walk in random environment $(S_n)_{n\in\mathbb{N}}$. We prove a local lim...
Wachtel V. Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
The purpose of this note is to generalize the distribution of the local time of a purely binomial ra...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
20 pages. New version of the paper, in a more general setting. To appear on: Probability Theory and ...
Denisov D, Perfilev E, Wachtel V. Tail asymptotics for the area under the excursion of a random walk...
International audienceWe consider transient random walks in random environment on $\z$ with zero asy...
There is a long history of establishing central limit theorems for Markov chains. Quantitative bound...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
International audienceRandom walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_...
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