Conditional limit theorems for the terms of a random walk revisited
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Publication:2854086
DOI10.1239/JAP/1378401242zbMATH Open1284.60049OpenAlexW1975616890MaRDI QIDQ2854086FDOQ2854086
Ernst Schulte-Geers, Shaul K. Bar-Lev, Wolfgang Stadje
Publication date: 17 October 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1378401242
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Cites Work
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- Stochastic simulation: Algorithms and analysis
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- Maximum entropy and conditional probability
- Conditional limit theorems for asymptotically stable random walks
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- Some conditional limit theorems in exponential families
- A conditioned limit theorem for random walk and Brownian local time on square root boundaries
- Conditioned limit theorems and heavy traffic
- A limit theorem for expectations conditional on a sum
- Some results on the joint distribution of the renewal epochs prior to a given time instant
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- Thickened renewal processes
- A conditional limit theorem for a random walk with zero drift
Cited In (7)
- Extremes of interarrival times of a Poisson process under conditioning
- Refined behaviour of a conditioned random walk in the large deviations regime
- Generalization of the condition distribution of the Poisson process arrival time
- The Influence of the Initial Distribution on a Random Walk
- A CLT for renewal processes with a finite set of interarrival distributions
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses
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