Local time of a random walk up to the first passage to the semiaxis

DOI10.1007/BF01240256zbMath0727.60077OpenAlexW2026018964MaRDI QIDQ803661

Valeriy I. Afanasiev

Publication date: 1990

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01240256

zbMATH Keywords

local timesigned Brownian excursion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Related Items (1)

On the local time of a stopped random walk attaining a high level

Cites Work

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• An invariance principle for random walk conditioned by a late return to zero
• Functionals of Brownian meander and Brownian excursion
• A class of conditional limit theorems related to ruin problem
• A note on conditioned random walk

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