On a limit behaviour of a random walk penalised in the lower half-plane

zbMath1488.60071arXiv2106.09941MaRDI QIDQ5018650

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Publication date: 21 December 2021

Full work available at URL: https://arxiv.org/abs/2106.09941

zbMATH Keywords

invariance principlereflected Brownian motion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Functional limit theorems for random walks perturbed by positive alpha-stable jumps

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