scientific article; zbMATH DE number 919350

MaRDI QIDQ4889020zbMATH OpenFDO

Authors N. K. Bakirov

Publication date 30 October 1996

zbMATH Keywords

random walkasymptotic expansionWiener processintegral functionalgeneralized Poisson process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cited in

(4)

• An asymptotic behavior of the mean of some exponential functionals of a random walk
• A general estimate in the invariance principle
• On Donsker and Varadhan's asymptotic evaluation without compactness
• Second-Order Approximation of Random Polygonal Lines in the Donsker-Prokhorov Invariance Principle

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