Conditional limit theorems for asymptotically stable random walks
From MaRDI portal
Publication:3692575
DOI10.1007/BF00534868zbMath0573.60063MaRDI QIDQ3692575
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
excursionsdomain of attraction of a stable lawconditional functional central limit theoremsoscillatory random walks
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
Related Items (25)
Conditioned limit theorems for products of random matrices ⋮ The near-critical Gibbs measure of the branching random walk ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Some results on the joint distribution of the renewal epochs prior to a given time instant ⋮ Invariance principles for random walks in cones ⋮ Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions ⋮ Total population size in critical branching processes in a random environment ⋮ Positivity of integrated random walks ⋮ First-Passage Times over Moving Boundaries for Asymptotically Stable Walks ⋮ Evolution of branching processes in a random environment ⋮ Conditional limit theorems for intermediately subcritical branching processes in random environment ⋮ Asymptotic results for heavy-tailed Lévy processes and their exponential functionals ⋮ Transition phenomena for ladder epochs of random walks with small negative drift ⋮ Local probabilities for random walks conditioned to stay positive ⋮ Criticality for branching processes in random environment ⋮ On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk ⋮ Invariance principles for local times at the maximum of random walks and Lévy processes ⋮ First-passage time asymptotics over moving boundaries for random walk bridges ⋮ Invariance principles for random walks conditioned to stay positive ⋮ Renewal theorems and stability for the reflected process ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Scaling limits of random walk bridges conditioned to avoid a finite set ⋮ Conditional Limit Theorems for the Terms of a Random Walk Revisited ⋮ A local limit theorem for random walks conditioned to stay positive ⋮ The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton
Cites Work
- Functional central limit theorems for random walks conditioned to stay positive
- On a functional central limit theorem for random walks conditioned to stay positive
- Excursions in Brownian motion
- Functionals of Brownian meander and Brownian excursion
- Conditioned limit theorems for some null recurrent Markov processes
- A class of conditional limit theorems related to ruin problem
- Conditioned limit theorems for waiting-time processes of the M/G/1 queue
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- A note on conditioned random walk
- The Limit Distribution for a Random Walk with Absorption
- On the existence of the mean ladder height for random walk
- Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
- Zero-One Laws and the Minimum of a Markov Process
- On the maximum and absorption time of left-continuous random walk
- A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
- An invariance principle for conditioned recurrent random walk attracted to a stable law
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
- Unnamed Item
This page was built for publication: Conditional limit theorems for asymptotically stable random walks
