On the limit law of a random walk conditioned to reach a high level (Q550133)
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scientific article
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| English | On the limit law of a random walk conditioned to reach a high level |
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On the limit law of a random walk conditioned to reach a high level (English)
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8 July 2011
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random walk with negative drift
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tail asymptotics for the supremum
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borderline case
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convergence of conditional laws
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spectrally positive Lévy process conditioned not to overshoot
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0.8293628692626953
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0.8291956782341003
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0.8276962637901306
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0.82576584815979
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0.82576584815979
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