Conditional limit theorems for asymptotically stable random walks
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Cites work
- A class of conditional limit theorems related to ruin problem
- A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
- A note on conditioned random walk
- An invariance principle for conditioned recurrent random walk attracted to a stable law
- Conditioned limit theorems for some null recurrent Markov processes
- Conditioned limit theorems for waiting-time processes of the M/G/1 queue
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- Excursions in Brownian motion
- Functional central limit theorems for random walks conditioned to stay positive
- Functionals of Brownian meander and Brownian excursion
- Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
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- On a functional central limit theorem for random walks conditioned to stay positive
- On the existence of the mean ladder height for random walk
- On the maximum and absorption time of left-continuous random walk
- The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
- The Limit Distribution for a Random Walk with Absorption
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- Zero-One Laws and the Minimum of a Markov Process
Cited in
(53)- Renewal theorems and stability for the reflected process
- Some results on the joint distribution of the renewal epochs prior to a given time instant
- Random walks with stochastically bounded increments: Foundations and characterization results
- On conditional invariance principle for random walks
- The near-critical Gibbs measure of the branching random walk
- Limit theorems for affine Markov walks conditioned to stay positive
- Criticality for branching processes in random environment
- Fluctuations of shapes of large areas under paths of random walks
- Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
- A lifetime of excursions through random walks and Lévy processes
- The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton
- Invariance principles for random walks in cones
- Limit theorems for random walks with absorption
- On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
- Conditioned limit theorems for products of random matrices
- Limit theorems for random walks
- Local limit theorem for the maximum of asymptotically stable random walks
- Total population size in critical branching processes in a random environment
- Positivity of integrated random walks
- Evolution of branching processes in a random environment
- Conditional limit theorems for intermediately subcritical branching processes in random environment
- A local limit theorem for random walks conditioned to stay positive
- Asymptotic behavior of large deviation probabilities for a simple oscillating random walk
- Functional limit theorems for random walks perturbed by positive alpha-stable jumps
- Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions
- Series expansions for the all-time maximum of -stable random walks
- Conditional limit theorems for the terms of a random walk revisited
- Limit theorems for random walk under the assumption of maxima large deviation
- Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks
- Asymptotic behaviour of the conditional probability of the nonlinear boundary crossing by a random walk
- Limit theorems for random walk excursion conditioned to enclose a typical area
- Transition phenomena for ladder epochs of random walks with small negative drift
- scientific article; zbMATH DE number 4011558 (Why is no real title available?)
- scientific article; zbMATH DE number 4069942 (Why is no real title available?)
- Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions
- First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
- First-passage time asymptotics over moving boundaries for random walk bridges
- Long runs under a conditional limit distribution
- Asymptotic behaviour of stochastic systems with conditionally exponential decay property
- A conditional limit theorem for a random walk with zero drift
- Global limit theorems on the convergence of multidimensional random walks to stable processes
- Tempered stable laws as random walk limits
- Refined behaviour of a conditioned random walk in the large deviations regime
- Berry-Esseen theorem for random walks conditioned to stay positive
- Cramér type moderate deviation for random walks conditioned to stay positive
- On large 3/2-stable maps
- Some functionals for random walks and critical branching processes in an extremely unfavourable random environment
- Cramér moderate deviation for random walks conditioned to stay positive at all times
- Invariance principles for random walks conditioned to stay positive
- Scaling limits of random walk bridges conditioned to avoid a finite set
- Conditioned limit theorems and heavy traffic
- Local probabilities for random walks conditioned to stay positive
- Invariance principles for local times at the maximum of random walks and Lévy processes
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