Functional limit theorem for a stopped random walk attaining a high level

DOI10.1515/DMA-2017-0027zbMATH Open1397.60067OpenAlexW2764334860MaRDI QIDQ1744281FDOQ1744281

Authors: V. I. Afanasyev 

Publication date: 23 April 2018

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

Full work available at URL: https://doi.org/10.1515/dma-2017-0027

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zbMATH Keywords

functional limit theoremsBrownian excursionBrownian meanderstopped random walkBrownian high jump

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• A class of conditional limit theorems related to ruin problem
• On the maximum of a critical branching process in a random environment
• Invariance Principle for the Critical Branching Process in a Random Environment Attaining a High Level
• On the passage time of a fixed level by a critical branching process in a random environment
• Arcsine Law for Branching Processes in a Random Environment and Galton–Watson Processes
• On the passage time of the maximum of a critical branching process in a random environment and of a stopped random walk
• Brownian high jump

Cited In (6)

• On the limit law of a random walk conditioned to reach a high level
• Brownian high jump
• Local invariance principle for a random walk with zero drift
• Functional limit theorem for the local time of stopped random walk
• Limit laws for Brownian motion conditioned to reach a high level
• On the local time of a stopped random walk attaining a high level

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