A note on conditioned random walk

DOI10.2307/3213815MaRDI QIDQ3668600zbMATH OpenOpenAlexFDO

Authors Ronald A. Doney

Publication date 1983

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213815

zbMATH Keywords

conditioned limit theoremsladder variablesmaximum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(7)

• Mean valued of a function of a random walk up to the time of the first passage to the semiaxis
• Two-sided problem for the random walk with bounded maximal increment
• On the derivative martingale in a branching random walk
• A lifetime of excursions through random walks and Lévy processes
• Conditional limit theorems for asymptotically stable random walks
• Local asymptotics for the area under the random walk excursion
• Local time of a random walk up to the first passage to the semiaxis

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