On the limit law of a random walk conditioned to reach a high level (Q550133): Difference between revisions
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| Property / DOI: 10.1016/J.SPA.2010.10.007 / rank | |||
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Latest revision as of 21:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the limit law of a random walk conditioned to reach a high level |
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On the limit law of a random walk conditioned to reach a high level (English)
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8 July 2011
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random walk with negative drift
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tail asymptotics for the supremum
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borderline case
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convergence of conditional laws
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spectrally positive Lévy process conditioned not to overshoot
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