RANDOM WALK CONDITIONED TO STAY POSITIVE

DOI10.1112/S0024610702003708zbMath1046.60066OpenAlexW2142435463MaRDI QIDQ4467584

J. D. Biggins

Publication date: 10 June 2004

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

Full work available at URL: https://doi.org/10.1112/s0024610702003708

zbMATH Keywords

Markov chainsBrownian motionrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Measure change in multitype branching ⋮ (Homogeneous) Markovian bridges ⋮ Compound Poisson approximation for regularly varying fields with application to sequence alignment ⋮ On Seneta–Heyde scaling for a stable branching random walk ⋮ Local fluctuations of critical Mandelbrot cascades ⋮ Limit theorems for branching processes with immigration in a random environment ⋮ Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.

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