Limit theorems for random walks conditioned to stay positive

DOI10.1214/aop/1176989807zbMath0756.60062OpenAlexW2014830256MaRDI QIDQ1196941

Robert W. Keener

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989807

zbMATH Keywords

Markov chainsrandom walkconditioned limit

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (3)

On the exact asymptotics of the busy period in GI/G/1 queues ⋮ Limit theorems for weakly subcritical branching processes in random environment ⋮ A local limit theorem for random walks conditioned to stay positive

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