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

DOI10.1017/JPR.2023.102MaRDI QIDQ6617614zbMATH OpenFDO

Authors Wenming Hong, Mingyang Sun

Publication date 11 October 2024

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

Full work available at URL https://doi.org/10.1017/JPR.2023.102

zbMATH Keywords

Bessel processlocal timerandom walk

Mathematics Subject Classification ID

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

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• Discrete time branching processes in random environment
• Functional central limit theorems for random walks conditioned to stay positive
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• 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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