Conditional Limit Theorems for the Terms of a Random Walk Revisited
From MaRDI portal
Publication:2854086
DOI10.1239/jap/1378401242zbMath1284.60049OpenAlexW1975616890MaRDI QIDQ2854086
Ernst Schulte-Geers, Shaul K. Bar-Lev, Wolfgang Stadje
Publication date: 17 October 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1378401242
renewal theoryconditional limit theoremconvergence in total variationsums of i.i.d. random variables
Related Items (2)
From risk reduction to risk elimination by conditional mean risk sharing of independent losses ⋮ Refined behaviour of a conditioned random walk in the large deviations regime
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditioned limit theorems and heavy traffic
- Conditions that cause risk pooling to increase inventory
- A conditioned limit theorem for random walk and Brownian local time on square root boundaries
- Some results on the joint distribution of the renewal epochs prior to a given time instant
- Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
- Some conditional limit theorems in exponential families
- Thickened renewal processes
- A limit theorem for expectations conditional on a sum
- Two conditional limit theorems with applications
- Stochastic simulation: Algorithms and analysis
- Moment convergence in conditional limit theorems
- Conditional limit theorems for asymptotically stable random walks
- Maximum entropy and conditional probability
- A conditional limit theorem for a random walk with zero drift
This page was built for publication: Conditional Limit Theorems for the Terms of a Random Walk Revisited
