Functional limit theorem for a stopped random walk attaining a high level

DOI10.1515/dma-2017-0027zbMath1397.60067OpenAlexW2764334860MaRDI QIDQ1744281

Valeriy I. Afanasiev

Publication date: 23 April 2018

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2017-0027

zbMATH Keywords

functional limit theoremsstopped random walkBrownian excursionBrownian meanderBrownian high jump

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (3)

On the local time of a stopped random walk attaining a high level ⋮ Local invariance principle for a random walk with zero drift ⋮ Functional limit theorem for the local time of stopped random walk

Cites Work

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• A class of conditional limit theorems related to ruin problem
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• Invariance Principle for the Critical Branching Process in a Random Environment Attaining a High Level
• On the maximum of a critical branching process in a random environment
• On the passage time of a fixed level by a critical branching process in a random environment
• On the passage time of the maximum of a critical branching process in a random environment and of a stopped random walk
• Brownian High Jump
• Arcsine Law for Branching Processes in a Random Environment and Galton–Watson Processes

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