Limiting diffusion for random walks with drift conditioned to stay positive

DOI10.2307/3213401zbMath0391.60068OpenAlexW4247155837MaRDI QIDQ4172734

Peichuen Kao

Publication date: 1978

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

Full work available at URL: https://doi.org/10.2307/3213401

zbMATH Keywords

Random WalkBrownian ProcessHitting Time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (3)

Central limit theorems of partial sums for large segmental values ⋮ Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons ⋮ Non-equilibrium statistical physics of currents in queuing networks

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