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This article is cited in 3 scientific papers (total in 3 papers)
Functional limit theorem for the local time of stopped random walk
V. I. Afanasyev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
Integer random walk $\left\{ S_{n},\,n\geq 0\right\} $ with zero drift and finite variance $\sigma ^{2}$ stopped at the moment $T$ of the first visit to the half axis $\left( -\infty ,0\right] $ is considered. For the random process which associates the variable $u\geq 0$ with the number of visits the state $\left\lfloor u\sigma \sqrt{n}\right\rfloor $ by this walk conditioned on $T>n$, the functional limit theorem on the convergence to the local time of stopped Brownian meander is proved.
Keywords:
conditioned Brownian motions, local time of conditioned Brownian motions, functional limit theorems.
Received: 09.10.2018
Citation:
V. I. Afanasyev, “Functional limit theorem for the local time of stopped random walk”, Diskr. Mat., 31:1 (2019), 7–20; Discrete Math. Appl., 30:3 (2020), 147–157
Linking options:
https://www.mathnet.ru/eng/dm1545https://doi.org/10.4213/dm1545 https://www.mathnet.ru/eng/dm/v31/i1/p7
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