Limit theorems for a conditional random walk
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Publication:1908438
zbMATH Open0842.60068MaRDI QIDQ1908438FDOQ1908438
Authors: O. M. Poleshchuk
Publication date: 27 March 1996
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
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random walkdiffusion processconditional random walk[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr%27s+conditions&go=Go Cram��r's conditions]
Cited In (18)
- The limit behaviour of random walks with arrests
- On the limit law of a random walk conditioned to reach a high level
- Random walk with heavy tail and negative drift conditioned by its minimum and final values
- On a limit behavior of a random walk with modifications upon each visit to zero
- Limit theorems for random walks conditioned to stay positive
- On conditioning a random walk to stay nonnegative
- Conditioned random walks and Lévy processes
- Limit theorems for random walk under the assumption of maxima large deviation
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- A conditional limit theorem for generalized diffusion processes
- Conditioned limit theorems for the Brownian motion and for a random walk
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- Cramér type moderate deviation for random walks conditioned to stay positive
- Functional limit theorem for the local time of stopped random walk
- Conditional limit theorems for asymptotically stable random walks
- Title not available (Why is that?)
- Title not available (Why is that?)
- A limit theorem for two-dimensional conditioned random walk
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