Random walks with negative drift conditioned to stay positive

Cited in

(26)

Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
Front propagation and quasi-stationary distributions for one-dimensional Lévy processes
Yaglom limit for stable processes in cones
Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
Conditioned local limit theorems for random walks defined on finite Markov chains
Yaglom limit via Holley inequality
Parisian quasi-stationary distributions for asymmetric Lévy processes
Random walks in cones: the case of nonzero drift
Exit time of a centered random walk from a cone
Diffusions conditioned on occupation measures
Quasi-stationary workload in a Lévy-driven storage system
Conditioned limit theorems for random walks with negative drift
Front propagation and quasi-stationary distributions: two faces of the same coin
Conditioned limit theorems for products of positive random matrices
Yaglom limit for stochastic fluid models
On the exact asymptotics of the busy period in GI/G/1 queues
Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time
Survival of branching random walks with absorption
Conditioned limit theorems for hyperbolic dynamical systems
Yaglom limit for unimodal Lévy processes
Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
Conditioned local limit theorems for random walks on the real line
Limit theorems for weakly subcritical branching processes in random environment
Maximum entropy random walks: the infinite setting and the example of spider networks with their scaling limits
On the exit time from a cone for random walks with drift
Quasi-stationary distributions for Lévy processes

This page was built for publication: Random walks with negative drift conditioned to stay positive

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4057374)