INVARIANCE PRINCIPLE FOR CONDITIONED RECURRENT RANDOM-WALK ATTRACTED TO A STABLE LAW

被引:30
作者
BELKIN, B
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1972年 / 21卷 / 01期
关键词
D O I
10.1007/BF00535106
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:45 / &
相关论文
共 14 条
[1]  
[Anonymous], 1951, MEM AM MATH SOC
[2]   A LIMIT THEOREM FOR CONDITIONED RECURRENT RANDOM WALK ATTRACTED TO A STABLE LAW [J].
BELKIN, B .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01) :146-&
[3]  
BELKIN B, 1968, THESIS CORNELL U
[4]  
Billingsley P., 1968, CONVERGE PROBAB MEAS
[5]  
Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS
[6]  
Ito K., 1965, DIFFUSION PROCESSES
[7]   GENERAL PROPERTY OF RANDOM WALK [J].
KESTEN, H ;
SPITZER, F ;
ORNSTEIN, D .
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1962, 68 (05) :526-&
[8]  
LAMPERTI J, UNPUBLISHED NOTES
[9]  
LAMPERTI J, 1966, PROBABILITY
[10]  
PORT S, TO BE PUBLISHED