Local invariance principle for a random walk with zero drift

DOI10.1007/S10958-022-06145-8MaRDI QIDQ6188006zbMATH OpenOpenAlexFDO

Authors V. I. Afanasyev

Publication date 1 February 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-022-06145-8

zbMATH Keywords

conditional Brownian motionsconditional random walksfunctional limit theorems

Mathematics Subject Classification ID

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

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Cites work

• A Conditional Random Walk with a Negative Drift
• Convergence to the local time of Brownian meander
• Functional central limit theorems for random walks conditioned to stay positive
• Functional limit theorem for a stopped random walk attaining a high level
• Functional limit theorem for the local time of stopped random walk
• scientific article; zbMATH DE number 3500803 (Why is no real title available?)
• scientific article; zbMATH DE number 3255262 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3322562 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Local probabilities for random walks conditioned to stay positive
• On a functional central limit theorem for random walks conditioned to stay positive
• On the local time of a stopped random walk attaining a high level
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Weak convergence to Brownian meander and Brownian excursion

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