Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion

DOI10.1007/S10959-009-0244-4zbMath1207.60016OpenAlexW2006716106MaRDI QIDQ616263

Hirotaka Fushiya

Publication date: 7 January 2011

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

Full work available at URL: https://doi.org/10.1007/s10959-009-0244-4

zbMATH Keywords

stickyweak convergencelimitreflected random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)

Related Items (1)

A functional limit theorem for coin tossing Markov chains

Cites Work

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• Sticky Brownian motion as the strong limit of a sequence of random walks
• Sticky Brownian motion as the limit of storage processes

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