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arxiv: math/0208147 · v1 · submitted 2002-08-21 · 🧮 math.PR · math.SP

Good Local Bounds for Simple Random Walks

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keywords localrandomsimplewalksboundscentralcombinescramer-edgeworth
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We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

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