A conditioned limit theorem for random walk and Brownian local time on square root boundaries

DOI10.1214/AOP/1176993594zbMath0522.60030OpenAlexW2073826067WikidataQ101922044 ScholiaQ101922044MaRDI QIDQ1056134

Edwin A. Perkins, Prescilla E. Greenwood

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993594

zbMATH Keywords

weak convergencelocal timeconditioned limit theoremexistence of small oscillations in Brownian paths

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Renewal theory (60K05)

Related Items (17)

Stable processes have thorns ⋮ First-passage times for random walks with nonidentically distributed increments ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes) ⋮ Some results on the joint distribution of the renewal epochs prior to a given time instant ⋮ A critical case for Brownian slow points ⋮ The measure theory of random fractals ⋮ Optimal anytime regret with two experts ⋮ Forward Brownian motion ⋮ On the length of the longest excursion ⋮ Sample path properties of stochastic integrals, and stochastic differentiation ⋮ Brownian Motion at a Slow Point ⋮ How Porous is the Graph of Brownian Motion? ⋮ Local properties of Lévy processes on a totally disconnected group ⋮ On the Hausdorff dimension of the Brownian slow points ⋮ Conditional Limit Theorems for the Terms of a Random Walk Revisited ⋮ On the Paths of Symmetric Stable Processes

This page was built for publication: A conditioned limit theorem for random walk and Brownian local time on square root boundaries