Functional limit theorem for a stopped random walk attaining a high level
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Valeriy I. Afanasyev
Abstract
For a stopped random walk with zero drift conditioned to attain a high level the theorem on the convergence in distribution to the Brownian high jump in the space D [0, +∞) is proved.
Originally published in Diskretnaya Matematika (2016) 28, №3, 3–13 (in Russian).
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Articles in the same Issue
- Frontmatter
- Functional limit theorem for a stopped random walk attaining a high level
- Asymptotics of conditional probabilities of succesful allocation of random number of particles into cells
- Lower bound for the complexity of five-valued polarized polynomials
- The minimum number of negations in circuits for systems of multi-valued functions
- Bounded prefix concatenation operation and finite bases with respect to the superposition
- On the number of maximal independent sets in complete q-ary trees
- Lower estimate for the cardinality of the domain of universal functions for the class of linear Boolean functions
- Limit theorems for the logarithm of the order of a random A-mapping
Articles in the same Issue
- Frontmatter
- Functional limit theorem for a stopped random walk attaining a high level
- Asymptotics of conditional probabilities of succesful allocation of random number of particles into cells
- Lower bound for the complexity of five-valued polarized polynomials
- The minimum number of negations in circuits for systems of multi-valued functions
- Bounded prefix concatenation operation and finite bases with respect to the superposition
- On the number of maximal independent sets in complete q-ary trees
- Lower estimate for the cardinality of the domain of universal functions for the class of linear Boolean functions
- Limit theorems for the logarithm of the order of a random A-mapping
