Diskretnaya Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Diskr. Mat.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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
\Bibitem{Afa19}
\by V.~I.~Afanasyev
\paper Functional limit theorem for the local time of stopped random walk
\jour Diskr. Mat.
\yr 2019
\vol 31
\issue 1
\pages 7--20
\mathnet{http://mi.mathnet.ru/dm1545}
\crossref{https://doi.org/10.4213/dm1545}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3920653}
\elib{https://elibrary.ru/item.asp?id=37045012}
\transl
\jour Discrete Math. Appl.
\yr 2020
\vol 30
\issue 3
\pages 147--157
\crossref{https://doi.org/10.1515/dma-2020-0014}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000542101200001}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85087679858}
Linking options:
  • 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
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024