Conditioned local limit theorems for random walks defined on finite Markov chains
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-019-00948-8.pdf
Reference35 articles.
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2. Bolthausen, E.: On a functional central limit theorem for random walks conditioned to stay positive. Ann. Probab. 4(3), 480–485 (1976)
3. Borovkov, A.A.: On the asymptotic behavior of distributions of first-passage times, I. Math. Notes 75(1–2), 23–37 (2004)
4. Borovkov, A.A.: On the asymptotic behavior of distributions of first-passage times, II. Math. Notes 75(3–4), 322–330 (2004)
5. Caravenna, F.: A local limit theorem for random walks conditioned to stay positive. Probab. Theory Relat. Fields 133(4), 508–530 (2005)
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