A central limit theorem for two-dimensional random walks in a cone

DOI10.24033/BSMF.2608zbMath1217.60026arXiv0911.4774OpenAlexW1918738629MaRDI QIDQ3004487

Rodolphe Garbit

Publication date: 3 June 2011

Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.4774

zbMATH Keywords

coneBrownian motionfunctional limit theoremBrownian meanderconditioned random walksregularly varying sequences

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Conditioned limit theorems for products of random matrices ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Invariance principles for random walks in cones ⋮ Random walks in cones

Cites Work

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• Brownian motion conditioned to stay in a cone
• Excursions in a cone for two-dimensional Brownian motion
• A note on the measurability of convex sets
• Functional central limit theorems for random walks conditioned to stay positive
• A note on Bojanic-Senata theory of regularly varying sequences
• On a functional central limit theorem for random walks conditioned to stay positive
• Weak convergence to Brownian meander and Brownian excursion
• A unified theory of regularly varying sequences
• Potential theory in conical domains
• A Tauberian Theorem and Its Probability Interpretation

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