A class of conditional limit theorems related to ruin problem
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Publication:1836932
DOI10.1214/aop/1176993658zbMath0506.60066OpenAlexW2036168609MaRDI QIDQ1836932
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993658
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
Related Items (11)
On the local time of a stopped random walk attaining a high level ⋮ Mean valued of a function of a random walk up to the time of the first passage to the semiaxis ⋮ Positivity of integrated random walks ⋮ Functional limit theorem for a stopped random walk attaining a high level ⋮ On the probability that integrated random walks stay positive ⋮ A limit theorem for two-dimensional conditioned random walk ⋮ Two-sided problem for the random walk with bounded maximal increment ⋮ Conditioned limit theorems for products of positive random matrices ⋮ Local time of a random walk up to the first passage to the semiaxis ⋮ The scaling limits of the non critical strip wetting model ⋮ Conditional limit theorems for asymptotically stable random walks
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