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

DOI10.1017/JPR.2023.102MaRDI QIDQ6617614FDO

Authors Wenming Hong, Mingyang Sun

Publication date 11 October 2024

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

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)

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Cites work

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• scientific article; zbMATH DE number 3604123 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
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• Branching Processes in Simple Random Walk
• Branching structure for the transient \((1, R)\)-random walk in random environment and its applications
• Convergence to the local time of Brownian meander
• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• Discrete time branching processes in random environment
• 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
• Invariance principles for random walks conditioned to stay positive
• Limit distributions for the Bernoulli meander
• Measure-valued branching Markov processes
• On a functional central limit theorem for random walks conditioned to stay positive
• On conditioning a random walk to stay nonnegative
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Renewal theory for transient Markov chains with asymptotically zero drift
• Scaling limit of local time of Sinai's random walk
• Scaling limit of the local time of the reflected \((1, 2)\)-random walk
• Time reversal of random walks in one dimension
• Universality of local times of killed and reflected random walks
• Weak convergence to Brownian meander and Brownian excursion

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