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Diskretnaya Matematika, 2016, Volume 28, Issue 3, Pages 3–13
DOI: https://doi.org/10.4213/dm1379 (Mi dm1379) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Functional limit theorem for a stopped random walk attaining a high level

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences
Full-text PDF (445 kB) Citations (3)
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DOI: https://doi.org/10.4213/dm1379
Abstract: For a stopped random walk with zero drift conditioned to attain a high level the theorem on the convergence in distribution to the Brownian high jump in the space $D\left[ 0,+\infty \right) $ is proved.
Keywords: Brownian meander, Brownian excursion, Brownian high jump, stopped random walk, functional limit theorems.
Received: 12.01.2016
English version:
Discrete Mathematics and Applications, 2017, Volume 27, Issue 5, Pages 269–276
DOI: https://doi.org/10.1515/dma-2017-0027
Bibliographic databases:
Document Type: Article
UDC: 519.217.31
Language: Russian
Citation: V. I. Afanasyev, “Functional limit theorem for a stopped random walk attaining a high level”, Diskr. Mat., 28:3 (2016), 3–13; Discrete Math. Appl., 27:5 (2017), 269–276
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Дискретная математика
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    References:63
    First page:36
     
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