Limit theorems for a conditional random walk

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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zbMATH Keywords

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]

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50)

Cited In (13)

• On the limit law of a random walk conditioned to reach a high level
• 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
• Title not available (Why is that?)
• A conditional limit theorem for generalized diffusion processes
• Conditioned limit theorems for the Brownian motion and for a random walk
• Title not available (Why is that?)
• 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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