Conditional limit theorems for asymptotically stable random walks

DOI10.1007/BF00534868zbMATH Open0573.60063MaRDI QIDQ3692575FDOQ3692575

Ronald A. Doney

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

excursionsdomain of attraction of a stable lawconditional functional central limit theoremsoscillatory random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• On a functional central limit theorem for random walks conditioned to stay positive
• Excursions in Brownian motion
• Functionals of Brownian meander and Brownian excursion
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• Zero-One Laws and the Minimum of a Markov Process
• Functional central limit theorems for random walks conditioned to stay positive
• Conditioned limit theorems for some null recurrent Markov processes
• On the existence of the mean ladder height for random walk
• Conditioned limit theorems for waiting-time processes of the M/G/1 queue
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• An invariance principle for conditioned recurrent random walk attracted to a stable law
• A class of conditional limit theorems related to ruin problem
• A note on conditioned random walk
• A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
• On the maximum and absorption time of left-continuous random walk
• The Limit Distribution for a Random Walk with Absorption

Cited In (27)

• Local probabilities for random walks conditioned to stay positive
• The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton
• Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions
• Invariance principles for local times at the maximum of random walks and Lévy processes
• Invariance principles for random walks conditioned to stay positive
• Some results on the joint distribution of the renewal epochs prior to a given time instant
• Positivity of integrated random walks
• The near-critical Gibbs measure of the branching random walk
• Limit theorems for affine Markov walks conditioned to stay positive
• Conditioned limit theorems for products of random matrices
• Total population size in critical branching processes in a random environment
• Invariance principles for random walks in cones
• On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
• Criticality for branching processes in random environment
• Berry-Esseen theorem for random walks conditioned to stay positive
• Renewal theorems and stability for the reflected process
• Evolution of branching processes in a random environment
• Conditional limit theorems for intermediately subcritical branching processes in random environment
• A local limit theorem for random walks conditioned to stay positive
• First-passage time asymptotics over moving boundaries for random walk bridges
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
• Cramér type moderate deviation for random walks conditioned to stay positive
• Transition phenomena for ladder epochs of random walks with small negative drift
• A lifetime of excursions through random walks and Lévy processes
• Scaling limits of random walk bridges conditioned to avoid a finite set
• Conditional limit theorems for the terms of a random walk revisited
• First-Passage Times over Moving Boundaries for Asymptotically Stable Walks

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