Vysotsky, Vladislav - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1886-1910
Consider a centred random walk in dimension one with a positive finite variance σ2, and let τB be the hitting time for a bounded Borel set B with a non-empty interior. We prove the asymptotic Px(τBn)∼2/πσ−1VB(x)n−1/2 and provide an explicit formula for the limit VB as a function of...
