Functional limit theorem for the local time of stopped random walk

DOI10.1515/DMA-2020-0014MaRDI QIDQ783111zbMATH OpenOpenAlexFDO

Authors V. I. Afanasyev

Publication date 30 July 2020

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma-2020-0014

zbMATH Keywords

conditioned Brownian motionsfunctional limit theoremslocal time of conditioned Brownian motions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Recommendations

• Convergence to the local time of Brownian meander
• Functional limit theorem for a stopped random walk attaining a high level
• scientific article; zbMATH DE number 4180465
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Cites work

• Brownian local times
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• Convergence to the local time of Brownian meander
• Functional central limit theorems for random walks conditioned to stay positive
• Functional limit theorem for a stopped random walk attaining a high level
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Limit theorems for associated fields and related systems.
• On a functional central limit theorem for random walks conditioned to stay positive
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Stochastic processes. Translated from the Russian

Cited in

(9)

• Functional limit theorem for a stopped random walk attaining a high level
• On the local time of a stopped random walk attaining a high level
• Local limit theorem for the first crossing time of a fixed level by a random walk
• scientific article; zbMATH DE number 4180465 (Why is no real title available?)
• The limit behaviour of random walks with arrests
• scientific article; zbMATH DE number 192907 (Why is no real title available?)
• Local invariance principle for a random walk with zero drift
• Chair of Mathematical Statistics and Random Processes
• Limit theorem on convergence to the local time of a Brownian bridge

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