Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem

Author:

Vysotsky VladislavORCID

Funder

RF Government Grant

JSC

RFBR

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference20 articles.

1. Persistence of some iterated processes;Baumgarten;Probab. Math. Statist.,2014

2. A limit theorem for conditioned recurrent random walk attracted to a stable law;Belkin;Ann. Math. Stat.,1970

3. An invariance principle for conditioned recurrent random walk attracted to a stable law;Belkin;Z. Wahrscheinlichkeitstheor. Verwandte Geb.,1972

4. On conditioning a random walk to stay nonnegative;Bertoin;Ann. Probab.,1994

5. Convergence of Probability Measures;Billingsley,1999

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