Abstract
We prove the multidimensional analog of the well-knownWatson lemma and then apply it to prove a local limit theorem for the transition probabilities of symmetric random walks on the multidimensional lattice with infinite variance of jumps.
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Original Russian Text © A. I. Rytova, E. B. Yarovaya, 2016, published in Matematicheskie Zametki, 2016, Vol. 99, No. 3, pp. 395–403.
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Rytova, A.I., Yarovaya, E.B. Multidimensional Watson lemma and its applications. Math Notes 99, 406–412 (2016). https://doi.org/10.1134/S0001434616030093
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DOI: https://doi.org/10.1134/S0001434616030093