A conditioned limit theorem for random walk and Brownian local time on square root boundaries

DOI10.1214/aop/1176993594zbMath0522.60030OpenAlexW2073826067WikidataQ101922044 ScholiaQ101922044MaRDI QIDQ1056134

Edwin A. Perkins, Prescilla E. Greenwood

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993594

zbMATH Keywords

weak convergencelocal timeconditioned limit theoremexistence of small oscillations in Brownian paths

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Renewal theory (60K05)

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