Functional limit theorem for the local time of stopped random walk
DOI10.1515/DMA-2020-0014zbMATH Open1446.60030OpenAlexW3034394394MaRDI QIDQ783111FDOQ783111
Authors: V. I. Afanasyev
Publication date: 30 July 2020
Published in: Discrete Mathematics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dma-2020-0014
Recommendations
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Cites Work
- Title not available (Why is that?)
- On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
- Limit theorems for associated fields and related systems.
- On a functional central limit theorem for random walks conditioned to stay positive
- Functional central limit theorems for random walks conditioned to stay positive
- Brownian local times
- Conditioned limit theorems for waiting-time processes of the M/G/1 queue
- Functional limit theorem for a stopped random walk attaining a high level
- Convergence to the local time of Brownian meander
- Stochastic processes. Translated from the Russian
Cited In (7)
- Title not available (Why is that?)
- The limit behaviour of random walks with arrests
- Title not available (Why is that?)
- Local invariance principle for a random walk with zero drift
- Local limit theorem for the first crossing time of a fixed level by a random walk
- Functional limit theorem for a stopped random walk attaining a high level
- On the local time of a stopped random walk attaining a high level
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