An invariance principle for conditioned recurrent random walk attracted to a stable law

DOI10.1007/BF00535106zbMath0213.19901MaRDI QIDQ5615132

B. Belkin

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60)

Related Items (13)

On the maximum of conditioned random walks and tightness for pinning models ⋮ Weakly pinned random walk on the wall: pathwise descriptions of the phase transition. ⋮ Weak convergence inapplied probability ⋮ A random walk on \(\mathbb Z\) with drift driven by its occupation time at zero ⋮ Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem ⋮ Area Limit Laws for Symmetry Classes of Staircase Polygons ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ On \(q\)-functional equations and excursion moments ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Scaling limits of random walk bridges conditioned to avoid a finite set ⋮ Excursion and meander in random walk ⋮ Conditional limit theorems for asymptotically stable random walks ⋮ A conditional local limit theorem and its application to random walk

Cites Work

• Hitting times and potentials for recurrent stable processes
• A general property of random walk
• A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
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