Summary
Each probability measure C on a first orthant is associated with a harmonic renewal measure G. Specifically we consider (N, S N ) the ladder (time, place) of a random walk S n. Using bivariate G we show that when S 1 is in a domain of attraction so is (N, S N). This unifies and generalizes results of Sinai, Rogosin.
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Greenwood, P., Omey, E. & Teugels, J.L. Harmonic renewal measures and bivariate domains of attraction in fluctuation theory. Z. Wahrscheinlichkeitstheorie verw Gebiete 61, 527–539 (1982). https://doi.org/10.1007/BF00531622
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DOI: https://doi.org/10.1007/BF00531622