Scaling limit of the local time of random walks conditioned to stay positive

DOI10.1017/JPR.2023.102MaRDI QIDQ6617614FDOQ6617614

Authors: Wenming Hong, Mingyang Sun 

Publication date: 11 October 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

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zbMATH Keywords

random walklocal timeBessel process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

• On conditioning a random walk to stay nonnegative
• Title not available (Why is that?)
• Invariance principles for random walks conditioned to stay positive
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Measure-valued branching Markov processes
• Limit distributions for the Bernoulli meander
• Aspects of Brownian motion
• Universality of local times of killed and reflected random walks
• On a functional central limit theorem for random walks conditioned to stay positive
• Weak convergence to Brownian meander and Brownian excursion
• Title not available (Why is that?)
• Time reversal of random walks in one dimension
• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• Functional central limit theorems for random walks conditioned to stay positive
• Intrinsic branching structure within (L-1) random walk in random environment and its applications
• Branching structure for the transient \((1, R)\)-random walk in random environment and its applications
• A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
• Convergence to the local time of Brownian meander
• Title not available (Why is that?)
• Branching Processes in Simple Random Walk
• Scaling limit of local time of Sinai's random walk
• Renewal theory for transient Markov chains with asymptotically zero drift
• Discrete time branching processes in random environment
• Scaling limit of the local time of the reflected \((1, 2)\)-random walk

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