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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2022, Volume 316, Pages 11–31
DOI: https://doi.org/10.4213/tm4215
(Mi tm4215)
 

This article is cited in 2 scientific papers (total in 2 papers)

On the Local Time of a Stopped Random Walk Attaining a High Level

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119991 Russia
Full-text PDF (254 kB) Citations (2)
References:
Abstract: An integer-valued random walk $\{S_i,\, i\geq 0\}$ with zero drift and finite variance $\sigma ^2$ stopped at the time $T$ of the first hit of the semiaxis $(-\infty ,0]$ is considered. For the random process defined for a variable $u>0$ as the number of visits of this walk to the state $\lfloor un\rfloor $ and conditioned on the event $\max _{1\leq i\leq T}S_i>n$, a functional limit theorem on its convergence to the local time of the Brownian high jump is proved.
Keywords: conditional Brownian motion, local time, functional limit theorem.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2019-1614
This work was performed at the Steklov International Mathematical Center and supported by the Ministry of Science and Higher Education of the Russian Federation (agreement no. 075-15-2019-1614).
Received: April 21, 2021
Revised: June 17, 2021
Accepted: July 26, 2021
English version:
Proceedings of the Steklov Institute of Mathematics, 2022, Volume 316, Pages 5–25
DOI: https://doi.org/10.1134/S0081543822010035
Bibliographic databases:
Document Type: Article
UDC: 519.214.6
Language: Russian
Citation: V. I. Afanasyev, “On the Local Time of a Stopped Random Walk Attaining a High Level”, Branching Processes and Related Topics, Collected papers. On the occasion of the 75th birthday of Andrei Mikhailovich Zubkov and 70th birthday of Vladimir Alekseevich Vatutin, Trudy Mat. Inst. Steklova, 316, Steklov Math. Inst., Moscow, 2022, 11–31; Proc. Steklov Inst. Math., 316 (2022), 5–25
Citation in format AMSBIB
\Bibitem{Afa22}
\by V.~I.~Afanasyev
\paper On the Local Time of a Stopped Random Walk Attaining a High Level
\inbook Branching Processes and Related Topics
\bookinfo Collected papers. On the occasion of the 75th birthday of Andrei Mikhailovich Zubkov and 70th birthday of Vladimir Alekseevich Vatutin
\serial Trudy Mat. Inst. Steklova
\yr 2022
\vol 316
\pages 11--31
\publ Steklov Math. Inst.
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm4215}
\crossref{https://doi.org/10.4213/tm4215}
\transl
\jour Proc. Steklov Inst. Math.
\yr 2022
\vol 316
\pages 5--25
\crossref{https://doi.org/10.1134/S0081543822010035}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129337825}
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  • https://doi.org/10.4213/tm4215
  • https://www.mathnet.ru/eng/tm/v316/p11
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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