A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
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Publication:5489190
DOI10.1112/S0024610706022964zbMath1120.60047OpenAlexW2025420275MaRDI QIDQ5489190
A. Bryn-Jones, Ronald Arthur Doney
Publication date: 25 September 2006
Published in: Journal of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/s0024610706022964
Bessel process\(h\)-transformlocal limitconditioned random walkfunctional limitbivariate renewal theorem
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)
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