On the local time of a stopped random walk attaining a high level

DOI10.1134/S0081543822010035OpenAlexW4225114884MaRDI QIDQ2135116

Valeriy I. Afanasiev

Publication date: 4 May 2022

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543822010035

zbMATH Keywords

local timefunctional limit theoremconditional Brownian motion

Mathematics Subject Classification ID

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

Related Items (1)

Local invariance principle for a random walk with zero drift

Cites Work

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• Functional limit theorem for the local time of stopped random walk
• Local time of a random walk up to the first passage to the semiaxis
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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
• Critical Galton–Watson Processes: The Maximum of Total Progenies within a Large Window
• Galton–Watson Process Attaining a High Level
• Brownian Excursion, the M/M/1 Queue and Their Occupation Times
• A limit theorem for the maxima of the para-critical simple branching process
• Brownian High Jump
• On a conditional invariance principle for a critical Galton–Watson branching process

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