





















We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on the final point and unconditional), and bounds on the probability that the random walk trajectory remains positive up to a given time (again, both conditional on the final point and unconditional). Two key features of this work are that the bounds are non-asymptotic, holding true for finite time horizons, and, crucially, that the latter hold uniformly over an entire class of admissible increment sequences. This provides a robust framework for applications. These results are, in particular, tailored for the analysis of processes derived through a time-dependent tilting of the increments of a time-homogeneous random walk.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。