DOI10.1137/S0040585X97982098zbMath1116.60045OpenAlexW2009227789MaRDI QIDQ3429721
A. S. Mishchenko
Publication date: 2 April 2007 Published in: Theory of Probability & Its Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1137/s0040585x97982098
zbMATH Keywords
Bessel processrandom walkWilliams theoremPitman theorem
Mathematics Subject Classification ID
Sums of independent random variables; random walks (60G50) Brownian motion (60J65)
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