Conditioned limit theorems for random walks with negative drift

DOI10.1007/BF00538892MaRDI QIDQ3206026zbMATH OpenFDO

Authors Rick Durrett

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00538892

zbMATH Keywords

conditioned limit theoremsfunctional limit theoremslarge deviationrandom walks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Cites work

• Conditioned limit theorems for random walks with negative drift
• Conditioned limit theorems for some null recurrent Markov processes
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• On the Probabilities of Large Deviations for Sums of Independent Random Variables
• Random walks with negative drift conditioned to stay positive
• Some Limit Theorems for Large Deviations
• Weak convergence to Brownian meander and Brownian excursion

Cited in

(14)

• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• Large deviations results for subexponential tails, with applications to insurance risk
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
• Sample path large deviations for Lévy processes and random walks with regularly varying increments
• The boundary of random planar maps via looptrees
• Surviving particles for subcritical branching processes in random environment
• Limit theorems for conditioned non-generic Galton-Watson trees
• Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons
• Conditioned limit theorems for random walks with negative drift
• Subcritical branching processes in a random environment without the Cramer condition
• Conditional distribution of heavy tailed random variables on large deviations of their sum
• Asymptotics for exponential functionals of random walks
• How large delays build up in a GI/G/1 queue

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