An invariance principle for random walk conditioned by a late return to zero
From MaRDI portal
Publication:1228139
DOI10.1214/aop/1176996189zbMath0332.60047MaRDI QIDQ1228139
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996189
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60K99: Special processes
60B10: Convergence of probability measures
Related Items
New bounds for the free energy of directed polymers in dimension \(1+1\) and \(1+2\), Local time of a random walk up to the first passage to the semiaxis, On the probability that integrated random walks stay positive, Brownian motion and algorithm complexity, Some results on the joint distribution of the renewal epochs prior to a given time instant, Excursions in Brownian motion, Some width function asymptotics for weighted trees, Universality of critical behaviour in a class of recurrent random walks, A renewal theory approach to periodic copolymers with adsorption, Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions, Excursion and meander in random walk