A note on conditioned random walk

DOI10.2307/3213815zbMath0519.60074OpenAlexW4251265827MaRDI QIDQ3668600

Ronald Arthur Doney

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213815

zbMATH Keywords

maximumladder variablesconditioned limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (7)

Mean valued of a function of a random walk up to the time of the first passage to the semiaxis ⋮ Two-sided problem for the random walk with bounded maximal increment ⋮ On the derivative martingale in a branching random walk ⋮ Local asymptotics for the area under the random walk excursion ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Local time of a random walk up to the first passage to the semiaxis ⋮ Conditional limit theorems for asymptotically stable random walks

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