Two-sided problem for the random walk with bounded maximal increment

DOI10.1515/DMA-2021-0008MaRDI QIDQ2031158zbMATH OpenOpenAlexFDO

Authors V. I. Afanasyev

Publication date 8 June 2021

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma-2021-0008

zbMATH Keywords

boundary problemslimit theoremsrandom walks with zero drift

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Sums of independent random variables; random walks (60G50)

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Cites work

• A class of conditional limit theorems related to ruin problem
• A note on conditioned random walk
• Convergence to the local time of Brownian meander
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• On the Times of Attaining High Levels by a Random Walk in a Random Environment

Cited in

(7)

• A two-dimensional sideways problem with random discrete data
• Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
• On Compactness Properties of the Exit Position of a Random Walk From an Interval
• Two-boundary problem for a random walk in a random environment
• Inequalities for first-exit probabilities and expected first-exit times of a random walk
• Bound on the running maximum of a random walk with small drift
• Chair of Mathematical Statistics and Random Processes

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