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Diskretnaya Matematika, 2017, Volume 29, Issue 4, Pages 28–40
DOI: https://doi.org/10.4213/dm1438
(Mi dm1438)
 

This article is cited in 4 scientific papers (total in 4 papers)

Convergence to the local time of Brownian meander

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Full-text PDF (467 kB) Citations (4)
References:
Abstract: Let $\left\{ S_{n},\;n\geq 0\right\}$ be integer-valued random walk with zero drift and variance $\sigma^2$. Let $\xi(k,n)$ be number of $t\in\{1,\ldots,n\}$ such that $S(t)=k$. For the sequence of random processes $\xi(\lfloor u\sigma \sqrt{n}\rfloor,n)$ considered under conditions $S_{1}>0,\ldots ,S_{n}>0$ a functional limit theorem on the convergence to the local time of Brownian meander is proved.
Keywords: Brownian meander, local time of Brownian meander, sojourn time of random walk, functional limit theorems.
Received: 27.06.2017
Revised: 28.10.2017
English version:
Discrete Mathematics and Applications, 2019, Volume 29, Issue 3, Pages 149–158
DOI: https://doi.org/10.1515/dma-2019-0014
Bibliographic databases:
Document Type: Article
UDC: 519.217.31
Language: Russian
Citation: V. I. Afanasyev, “Convergence to the local time of Brownian meander”, Diskr. Mat., 29:4 (2017), 28–40; Discrete Math. Appl., 29:3 (2019), 149–158
Citation in format AMSBIB
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\by V.~I.~Afanasyev
\paper Convergence to the local time of Brownian meander
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\vol 29
\issue 4
\pages 28--40
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\elib{https://elibrary.ru/item.asp?id=30737795}
\transl
\jour Discrete Math. Appl.
\yr 2019
\vol 29
\issue 3
\pages 149--158
\crossref{https://doi.org/10.1515/dma-2019-0014}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000471785800001}
Linking options:
  • https://www.mathnet.ru/eng/dm1438
  • https://doi.org/10.4213/dm1438
  • https://www.mathnet.ru/eng/dm/v29/i4/p28
  • This publication is cited in the following 4 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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    Full-text PDF :51
    References:41
    First page:16
     
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