Conditioned limit theorems for random walks with negative drift

DOI10.1007/BF00538892zbMath0416.60021MaRDI QIDQ3206026

Richard T. Durrett

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

functional limit theoremsrandom walkslarge deviationconditioned limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (14)

Large deviations results for subexponential tails, with applications to insurance risk ⋮ Conditioned limit theorems for random walks with negative drift ⋮ Sample path large deviations for Lévy processes and random walks with regularly varying increments ⋮ Asymptotics for exponential functionals of random walks ⋮ The boundary of random planar maps via looptrees ⋮ Subcritical branching processes in a random environment without the Cramer condition ⋮ How large delays build up in a GI/G/1 queue ⋮ Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons ⋮ Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift ⋮ Asymptotic results for heavy-tailed Lévy processes and their exponential functionals ⋮ Conditional distribution of heavy tailed random variables on large deviations of their sum ⋮ Surviving particles for subcritical branching processes in random environment ⋮ Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities ⋮ Limit theorems for conditioned non-generic Galton-Watson trees

Cites Work

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• Weak convergence to Brownian meander and Brownian excursion
• Conditioned limit theorems for some null recurrent Markov processes
• Conditioned limit theorems for random walks with negative drift
• Random walks with negative drift conditioned to stay positive
• Some Limit Theorems for Large Deviations
• On the Probabilities of Large Deviations for Sums of Independent Random Variables

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