A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE (Q5489190)

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scientific article; zbMATH DE number 5057225
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A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
scientific article; zbMATH DE number 5057225

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    A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE (English)
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    25 September 2006
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    conditioned random walk
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    \(h\)-transform
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    Bessel process
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    functional limit
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    local limit
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    bivariate renewal theorem
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