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

被引：89

作者：

IGLEHART, DL ^{[1
]}

机构：

[1] STANFORD UNIV, DEPT OPERATIONS RES, STANFORD, CA 94305 USA

来源：

ANNALS OF PROBABILITY | 1974年 / 2卷 / 04期

关键词：

D O I：

10.1214/aop/1176996607

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

页码：608 / 619

页数：12

共 15 条

[1] A LIMIT THEOREM FOR CONDITIONED RECURRENT RANDOM WALK ATTRACTED TO A STABLE LAW [J].

BELKIN, B .

ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01) :146-&

[2] 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-&

[3] UNIFORMITY IN WEAK CONVERGENCE [J].

BILLINGS.P ;

TOPSOE, F .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1967, 7 (01) :1-&

[4]

Billingsley P., 1999, WILEY SERIES PROBABI, Vsecond

[5] FACTORIZATION IDENTITIES AND PROPERTIES OF DISTRIBUTION OF SUPREMUM OF SEQUENTIAL SUMS [J].

BOROVKOV, AA .

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1970, 15 (03) :359-&

[6]

CHUNG KL, 1968, COURSE PROBABILITY T

[7] CONDITIONED LIMIT-THEOREMS [J].

DWASS, M ;

KARLIN, S .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (04) :1147-&

[8]

Feller W., 1971, INTRO PROBABILITY TH, V2

[9]

Iglehart D. L., 1971, Advances in Applied Probability, V3, P269, DOI 10.2307/1426171

[10] EQUIVALENCE OF FUNCTIONAL CENTRAL LIMIT THEOREMS FOR COUNTING PROCESSES AND ASSOCIATED PARTIAL SUMS [J].

IGLEHART, DL ;

WHITT, W .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (04) :1372-&

← 1 2 →