LIMITING DIFFUSION FOR RANDOM-WALKS WITH DRIFT CONDITIONED TO STAY POSITIVE

被引：10

作者：

KAO, P ^{[1
]}

机构：

[1] UNIV SO CALIF,CTR SYST MANAGEMENT,LOS ANGELES,CA 90007

来源：

JOURNAL OF APPLIED PROBABILITY | 1978年 / 15卷 / 02期

关键词：

D O I：

10.2307/3213401

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：280 / 291

页数：12

共 50 条

[1] RANDOM-WALKS WITH NEGATIVE DRIFT CONDITIONED TO STAY POSITIVE
IGLEHART, DL
[J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (04) : 742 - 751
[2] GROWTH OF RANDOM-WALKS CONDITIONED TO STAY POSITIVE
RITTER, GA
[J]. ANNALS OF PROBABILITY, 1981, 9 (04): : 699 - 704
[3] LIMIT-THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE
KEENER, RW
[J]. ANNALS OF PROBABILITY, 1992, 20 (02): : 801 - 824
[4] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE
IGLEHART, DL
[J]. ANNALS OF PROBABILITY, 1974, 2 (04): : 608 - 619
[5] FUNCTIONAL CENTRAL LIMIT-THEOREM FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE
BOLTHAUSEN, E
[J]. ANNALS OF PROBABILITY, 1976, 4 (03): : 480 - 485
[6] CONDITIONED LIMIT-THEOREMS FOR RANDOM-WALKS WITH NEGATIVE DRIFT
DURRETT, R
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1980, 52 (03): : 277 - 287
[7] POSITIVE RANDOM-WALKS
MAHER, MA
[J]. ADVANCES IN APPLIED PROBABILITY, 1980, 12 (02) : 301 - 301
[8] Invariance principles for random walks conditioned to stay positive
Caravenna, Francesco
Chaumont, Loic
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2008, 44 (01): : 170 - 190
[9] Local probabilities for random walks conditioned to stay positive
Vatutin, Vladimir A.
Wachtel, Vitali
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2009, 143 (1-2) : 177 - 217
[10] Local probabilities for random walks conditioned to stay positive
Vladimir A. Vatutin
Vitali Wachtel
[J]. Probability Theory and Related Fields, 2009, 143 : 177 - 217

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