FUNCTIONAL CENTRAL LIMIT-THEOREM FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE

被引:85
作者
BOLTHAUSEN, E [1 ]
机构
[1] UNIV KONSTANZ,FACHBEREICH STATISTICS,D-7750 KONSTANZ,FED REP GER
关键词
D O I
10.1214/aop/1176996098
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:480 / 485
页数:6
相关论文
共 5 条
[1]   INVARIANCE PRINCIPLE FOR CONDITIONED RECURRENT RANDOM-WALK ATTRACTED TO A STABLE LAW [J].
BELKIN, B .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1972, 21 (01) :45-&
[2]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[3]   FUNCTIONAL CENTRAL LIMIT THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE [J].
IGLEHART, DL .
ANNALS OF PROBABILITY, 1974, 2 (04) :608-619
[4]  
Ito K., 1965, DIFFUSION PROCESSES
[5]  
LEVY P, 1945, PROCESSUS STOCHASTIQ