A conditional limit theorem for a random walk with zero drift

DOI10.1070/RM1995V050N02ABEH002093zbMATH Open0855.60022OpenAlexW2021298504MaRDI QIDQ4884271FDOQ4884271

Authors: O. M. Poleshchuk 

Publication date: 27 January 1997

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

Full work available at URL: https://doi.org/10.1070/rm1995v050n02abeh002093

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zbMATH Keywords

Skorokhod topologyslowly varying functionweak convergene

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (8)

• A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
• Title not available (Why is that?)
• Limit theorems for random walk under the assumption of maxima large deviation
• Conditional limit theorems for the terms of a random walk revisited
• Conditional limit theorems for asymptotically stable random walks
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• Small drift limit theorems for random walks

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