On the limit law of a random walk conditioned to reach a high level (Q550133)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the limit law of a random walk conditioned to reach a high level |
scientific article |
Statements
On the limit law of a random walk conditioned to reach a high level (English)
0 references
8 July 2011
0 references
random walk with negative drift
0 references
tail asymptotics for the supremum
0 references
borderline case
0 references
convergence of conditional laws
0 references
spectrally positive Lévy process conditioned not to overshoot
0 references
0 references
0 references
