Local invariance principle for a random walk with zero drift

DOI10.1007/s10958-022-06145-8OpenAlexW4320039138MaRDI QIDQ6188006

Valeriy I. Afanasiev

Publication date: 1 February 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06145-8

zbMATH Keywords

functional limit theoremsconditional random walksconditional Brownian motions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On the local time of a stopped random walk attaining a high level
• Convergence to the local time of Brownian meander
• A Conditional Random Walk with a Negative Drift

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