Kernel Method for Stationary Tails: From Discrete to Continuous

In this paper, we will extend the kernel method employed for two-dimensional discrete random walks with reflecting boundaries. We provide a survey on how the kernel method, together with singularity analysis, can be applied to study asymptotic properties

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Donald Dawson Rafal Kulik Mohamedou Ould Haye Barbara Szyszkowicz Yiqiang Zhao Editors

Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő

Fields Institute Communications VOLUME 76 The Fields Institute for Research in Mathematical Sciences Fields Institute Editorial Board: Carl R. Riehm, Managing Editor Walter Craig, Director of the Institute Matheus Grasselli, Deputy Director of the Institute James G. Arthur, University of Toronto Kenneth R. Davidson, University of Waterloo Lisa Jeffrey, University of Toronto Barbara Lee Keyfitz, Ohio State University Thomas S. Salisbury, York University Noriko Yui, Queen’s University

The Fields Institute is a centre for research in the mathematical sciences, located in Toronto, Canada. The Institutes mission is to advance global mathematical activity in the areas of research, education and innovation. The Fields Institute is supported by the Ontario Ministry of Training, Colleges and Universities, the Natural Sciences and Engineering Research Council of Canada, and seven Principal Sponsoring Universities in Ontario (Carleton, McMaster, Ottawa, Queen’s, Toronto, Waterloo, Western and York), as well as by a growing list of Affiliate Universities in Canada, the U.S. and Europe, and several commercial and industrial partners.

More information about this series at http://www.springer.com/series/10503

Donald Dawson • Rafal Kulik Mohamedou Ould Haye • Barbara Szyszkowicz Yiqiang Zhao Editors

Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörg˝o

The Fields Institute for Research in the Mathematical Sciences

123

Editors Donald Dawson School of Mathematics and Statistics Carleton University Ottawa, ON, Canada Mohamedou Ould Haye School of Mathematics and Statistics Carleton University Ottawa, ON, Canada

Rafal Kulik Department of Mathematics and Statistics University of Ottawa Ottawa, ON, Canada Barbara Szyszkowicz School of Mathematics and Statistics Carleton University Ottawa, ON, Canada

Yiqiang Zhao School of Mathematics and Statistics Carleton University Ottawa, ON, Canada

ISSN 1069-5265 Fields Institute Communications ISBN 978-1-4939-3075-3 DOI 10.1007/978-1-4939-3076-0

ISSN 2194-1564 (electronic) ISBN 978-1-4939-3076-0 (eBook)

Library of Congress Control Number: 2015947783 Mathematics Subject Classification (2010): 60-02, 62-02, 60F05, 60F15, 60F17, 60G15, 60G17, 60G50, 60G55, 60J55, 60J65, 60K37, 62G30, 62M10 Springer New York Heidelberg Dordrecht London © Springer Science+Business Media New York 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trad