A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
From MaRDI portal
Publication:5581162
DOI10.1214/aoms/1177697195zbMath0187.41301OpenAlexW2082165305WikidataQ114846511 ScholiaQ114846511MaRDI QIDQ5581162
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697195
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Related Items (8)
On the sojourn time of a generalized Brownian meander ⋮ An invariance principle for conditioned recurrent random walk attracted to a stable law ⋮ Some results on the Brownian meander with drift ⋮ Weak convergence inapplied probability ⋮ Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ Conditional limit theorems for asymptotically stable random walks ⋮ A conditional local limit theorem and its application to random walk
This page was built for publication: A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law