A limit theorem for two-dimensional conditioned random walk

DOI10.1017/S0027763000021012zbMath0561.60037OpenAlexW1541049462MaRDI QIDQ5186483

Michio Shimura

Publication date: 1984

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000021012

zbMATH Keywords

Kolmogorov type testtwo-dimensional conditioned limit theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Geometric properties of 2-dimensional Brownian paths ⋮ Random convex hulls and extreme value statistics ⋮ Brownian Excursions from Hyperplanes and Smooth Surfaces ⋮ Exit probability of two-dimensional random walk from the quadrant

Cites Work

• Unnamed Item
• On the asymptotic distribution of sums of independent identically distributed random variables
• Growth of random walks conditioned to stay positive
• Functional central limit theorems for random walks conditioned to stay positive
• On a functional central limit theorem for random walks conditioned to stay positive
• A class of conditional limit theorems related to ruin problem
• Decomposing the Brownian path
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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