An asymptotic behavior of the mean of some exponential functionals of a random walk

zbMath0901.60043MaRDI QIDQ1382141

Katsuhiro Hirano

Publication date: 24 November 1998

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

random environmentrandom walkexponential functionalasymptotic result

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Banach spaces of continuous, differentiable or analytic functions (46E15)

This page was built for publication: An asymptotic behavior of the mean of some exponential functionals of a random walk