Strong renewal theorems and local large deviations for multivariate random walks and renewals

Abstract

We study a random walk Sn on Z d (d 1), in the domain of attraction of an operator-stable distribution with index α " pα1, . . . , α d q P p0, 2s d : in particular, we allow the scalings to be different along the different coordinates. We prove a strong renewal theorem, i.e. a sharp asymptotic of the Green function Gp0, xq as }x} Ñ`8, along the "favorite direction or scaling": (i) if ř d i"1 α´1 i ă 2 (reminiscent of Garsia-Lamperti's condition when d " 1 [17]); (ii) if a certain local condition holds (reminiscent of Doney's [13, Eq. (1.9)] when d " 1). We also provide uniform bounds on the Green function Gp0, xq, sharpening estimates when x is away from this favorite direction or scaling. These results improve significantly the existing literature, which was mostly concerned with the case αi " α, in the favorite scaling, and has even left aside the case α P r1, 2q with non-zero mean. Most of our estimates rely on new general (multivariate) local large deviations results, that were missing in the literature and that are of interest on their own. CONTENTS 1. Setting of the paper 2010 Mathematics Subject Classification. 60G50, 60K05, 60F15, 60F10.

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