On the limit law of a random walk conditioned to reach a high level
type: Item
instance of: scholarly article
title: On the limit law of a random walk conditioned to reach a high level
zbMATH Open document ID: 1225.60076
author: A. A. Puhalskii
author: Sergey Foss
published in: Stochastic Processes and their Applications
publication date: 2011-07-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/0712.2637
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 5918960
zbMATH Keywords: random walk with negative drift
zbMATH Keywords: tail asymptotics for the supremum
zbMATH Keywords: borderline case
zbMATH Keywords: convergence of conditional laws
zbMATH Keywords: spectrally positive Lévy process conditioned not to overshoot
MaRDI profile type: Publication
OpenAlex ID: W2034540049
arXiv ID: 0712.2637
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DOI: 10.1016/J.SPA.2010.10.007
description: scientific article