Conditioned random walks and Lévy processes

DOI10.1112/BLMS/BDR084zbMath1234.60050OpenAlexW2113119750MaRDI QIDQ3115832

Elinor Mair Jones, Ronald Arthur Doney

Publication date: 11 February 2012

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/bdr084

zbMATH Keywords

random walksgeneral Lévy processesspectrally positive processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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