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Spitzer's condition and ladder variables in random walks
Authors:R A Doney
Institution:(1) Statistical Laboratory, Department of Mathematics, University of Manchester, Oxford Road, M13 9PL Manchester, UK
Abstract:Summary Spitzer's condition holds for a random walk if the probabilities rgr n =P{ n > 0} converge in Cèsaro mean to rhov, where 0<rhov<1. We answer a question which was posed both by Spitzer 12] and by Emery 5] by showing that whenever this happens, it is actually true that rgrn converges to rhov. This also enables us to give an improved version of a result in Doney and Greenwood 4], and show that the random walk is in a domain of attraction, without centering, if and only if the first ladder epoch and height are in a bivariate domain of attraction.
Keywords:60J15
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