Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion

DOI10.1007/S10959-009-0244-4MaRDI QIDQ616263zbMATH OpenOpenAlexFDO

Authors Hirotaka Fushiya

Publication date 7 January 2011

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-009-0244-4

zbMATH Keywords

stickyweak convergencelimitreflected random walk

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• Sticky Brownian motion as the strong limit of a sequence of random walks
• Limit theorem for reflected random walks
• A coupling proof of weak convergence
• Random walks with sticky barriers
• On the reflected random walk on \(\mathbb R_+\)

Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• Sticky Brownian motion as the limit of storage processes
• Sticky Brownian motion as the strong limit of a sequence of random walks

Cited in

(5)

• Sticky reflected diffusion processes. In view of stochastic interface models and on general domains
• A functional limit theorem for coin tossing Markov chains
• Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
• A coupling proof of weak convergence
• The slow bond random walk and the snapping out Brownian motion

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