Invariance principles for random walks conditioned to stay positive
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Publication:731457
DOI10.1214/07-AIHP119zbMath1175.60029arXivmath/0602306MaRDI QIDQ731457
Loïc Chaumont, Francesco Caravenna
Publication date: 7 October 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0602306
Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)
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