Functional limit theorem for the local time of stopped random walk
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Valeriy I. Afanasyev
Abstract
Integer random walk {Sn, n ≥ 0} with zero drift and finite variance σ2 stopped at the moment T of the first visit to the half axis (-∞, 0] is considered. For the random process which associates the variable u ≥ 0 with the number of visits the state ⌊uσ
Note: Originally published in Diskretnaya Matematika (2019) 31, №1, 7–20 (in Russian).
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Articles in the same Issue
- Functional limit theorem for the local time of stopped random walk
- Investment Boolean problem with Savage risk criteria under uncertainty
- The complexity of checking the polynomial completeness of finite quasigroups
- Orthomorphisms of Abelian groups with minimum possible pairwise distances
- Families of quasigroup operations satisfying the generalized distributive law
- On weak positive predicates over a finite set
Articles in the same Issue
- Functional limit theorem for the local time of stopped random walk
- Investment Boolean problem with Savage risk criteria under uncertainty
- The complexity of checking the polynomial completeness of finite quasigroups
- Orthomorphisms of Abelian groups with minimum possible pairwise distances
- Families of quasigroup operations satisfying the generalized distributive law
- On weak positive predicates over a finite set
