On the limit law of a random walk conditioned to reach a high level (Q550133): Difference between revisions
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Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / zbMATH DE Number: 5918960 / rank | |||
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random walk with negative drift | |||
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tail asymptotics for the supremum | |||
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borderline case | |||
Property / zbMATH Keywords: borderline case / rank | |||
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convergence of conditional laws | |||
Property / zbMATH Keywords: convergence of conditional laws / rank | |||
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spectrally positive Lévy process conditioned not to overshoot | |||
Property / zbMATH Keywords: spectrally positive Lévy process conditioned not to overshoot / rank | |||
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Revision as of 13:26, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | On the limit law of a random walk conditioned to reach a high level |
scientific article |
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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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