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Diskr. Mat., 2016, Volume 28, Issue 3, Pages 3–13 (Mi dm1379)  

This article is cited in 1 scientific paper (total in 1 paper)

Functional limit theorem for a stopped random walk attaining a high level

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences

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,+\infty ) $ is proved.

Keywords: Brownian meander, Brownian excursion, Brownian high jump, stopped random walk, functional limit theorems.

DOI: https://doi.org/10.4213/dm1379

Full text: PDF file (445 kB)
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English version:
Discrete Mathematics and Applications, 2017, 27:5, 269–276

Bibliographic databases:

UDC: 519.217.31
Received: 12.01.2016

Citation: V. I. Afanasyev, “Functional limit theorem for a stopped random walk attaining a high level”, Diskr. Mat., 28:3 (2016), 3–13; Discrete Math. Appl., 27:5 (2017), 269–276

Citation in format AMSBIB
\Bibitem{Afa16}
\by V.~I.~Afanasyev
\paper Functional limit theorem for a stopped random walk attaining a high level
\jour Diskr. Mat.
\yr 2016
\vol 28
\issue 3
\pages 3--13
\mathnet{http://mi.mathnet.ru/dm1379}
\crossref{https://doi.org/10.4213/dm1379}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3643042}
\elib{https://elibrary.ru/item.asp?id=27349801}
\transl
\jour Discrete Math. Appl.
\yr 2017
\vol 27
\issue 5
\pages 269--276
\crossref{https://doi.org/10.1515/dma-2017-0027}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000414954500001}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85031790435}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. V. I. Afanasyev, “Functional limit theorem for the local time of stopped random walk”, Discrete Math. Appl., 30:3 (2020), 147–157  mathnet  crossref  crossref  mathscinet  isi  elib
  • Дискретная математика
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