Functional limit theorem for the local time of stopped random walk

DOI10.1515/dma-2020-0014zbMath1446.60030OpenAlexW3034394394MaRDI QIDQ783111

Valeriy I. Afanasiev

Publication date: 30 July 2020

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2020-0014

zbMATH Keywords

functional limit theoremsconditioned Brownian motionslocal time of conditioned Brownian motions

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) Local time and additive functionals (60J55)

Related Items (2)

On the local time of a stopped random walk attaining a high level ⋮ Local invariance principle for a random walk with zero drift

Cites Work

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• Functional central limit theorems for random walks conditioned to stay positive
• On a functional central limit theorem for random walks conditioned to stay positive
• Functional limit theorem for a stopped random walk attaining a high level
• Convergence to the local time of Brownian meander
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Stochastic Processes
• Brownian local times

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