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Diskretnaya Matematika, 2019, Volume 31, Issue 1, Pages 7–20
DOI: https://doi.org/10.4213/dm1545
(Mi dm1545)
 

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
Full-text PDF (483 kB) Citations (3)
References:
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
English version:
Discrete Mathematics and Applications, 2020, Volume 30, Issue 3, Pages 147–157
DOI: https://doi.org/10.1515/dma-2020-0014
Bibliographic databases:
Document Type: Article
UDC: 519.214.6+519.217.31
Language: Russian
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
Citation in format AMSBIB
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\paper Functional limit theorem for the local time of stopped random walk
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  • https://www.mathnet.ru/eng/dm1545
  • https://doi.org/10.4213/dm1545
  • https://www.mathnet.ru/eng/dm/v31/i1/p7
  • 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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    Abstract page:409
    Full-text PDF :54
    References:53
    First page:23
     
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