Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
We present a Darboux-Wiener type lemma as a powerful alternative to the classical Tauberian theorem when monotonicity is not known a priori. We apply it to obtain the exact asymptotics of the variance of the self-intersections of a one-dimensional stable random walk. Finally we prove a functional ce...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2011
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