Random walk with heavy tail and negative drift conditioned by its minimum and final values

zbMath1320.60106arXiv1312.3306MaRDI QIDQ5250649

Vincent Bansaye, Vladimir A. Vatutin

Publication date: 21 May 2015

Full work available at URL: https://arxiv.org/abs/1312.3306

zbMATH Keywords

random walksminimumheavy tailnegative drift

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Asymptotics for exponential functionals of random walks

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