THE BEHAVIOUR OF THE TRAJECTORIES OF A RANDOM WALK CLOSE TO A MAXIMUM POINT, AND LIMIT THEOREMS ON THE GROUP OF AFFINE TRANSFORMATIONS ON THE LINE

DOI10.1070/RM1978V033N01ABEH002246zbMATH Open0394.60072MaRDI QIDQ4176785FDOQ4176785

Authors: L. A. Kalenskij, S. Molchanov 

Publication date: 1978

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

Lie GroupReflection PrincipleSymmetric Random WalkTrajectories of a Random Walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

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