RANDOM WALK CONDITIONED TO STAY POSITIVE

DOI10.1112/S0024610702003708MaRDI QIDQ4467584zbMATH OpenOpenAlexFDO

Authors J. D. Biggins

Publication date 10 June 2004

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/s0024610702003708

zbMATH Keywords

Brownian motionMarkov chainsrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(15)

• Random walks in the positive quadrant. III: Constants in integral and local theorems
• Compound Poisson approximation for regularly varying fields with application to sequence alignment
• Limit theorems for branching processes with immigration in a random environment
• Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
• Local fluctuations of critical Mandelbrot cascades
• Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
• scientific article; zbMATH DE number 679789 (Why is no real title available?)
• Large deviation results for random walks conditioned to stay positive
• Séminaire de Probabilités XXXVIII
• Measure change in multitype branching
• On Seneta-Heyde scaling for a stable branching random walk
• Berry-Esseen theorem for random walks conditioned to stay positive
• Scaling limit of the local time of random walks conditioned to stay positive
• Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment
• (Homogeneous) Markovian bridges

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