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
收藏
页码：280 / 291
页数：12
相关论文
共 50 条
  • [11] RANDOM-WALKS AND DIFFUSION
    DOMB, C
    OFFENBACHER, EL
    [J]. AMERICAN JOURNAL OF PHYSICS, 1978, 46 (01) : 49 - 56
  • [12] CONDITIONED LIMIT THEOREMS FOR RANDOM-WALKS
    IGLEHART, DL
    [J]. ADVANCES IN APPLIED PROBABILITY, 1975, 7 (02) : 237 - 237
  • [13] Local probabilities for random walks with negative drift conditioned to stay nonnegative
    Denisov, Denis
    Vatutin, Vladimir
    Wachtel, Vitali
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2014, 19 : 1 - 18
  • [14] LIMITING THEOREMS FOR MARKOV RANDOM-WALKS
    FAL, AM
    [J]. TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1973, 18 (04): : 863 - 863
  • [15] A local limit theorem for random walks conditioned to stay positive
    Francesco Caravenna
    [J]. Probability Theory and Related Fields, 2005, 133 : 508 - 530
  • [16] Large deviation results for random walks conditioned to stay positive
    Doney, Ronald A.
    Jones, Elinor M.
    [J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2012, 17 : 1 - 11
  • [17] A local limit theorem for random walks conditioned to stay positive
    Caravenna, F
    [J]. PROBABILITY THEORY AND RELATED FIELDS, 2005, 133 (04) : 508 - 530
  • [18] INVARIANCE PRINCIPLES FOR INTEGRATED RANDOM WALKS CONDITIONED TO STAY POSITIVE
    Baer, Michael
    Duraj, Jetlir
    Wachtel, Vitali
    [J]. ANNALS OF APPLIED PROBABILITY, 2023, 33 (01): : 127 - 160
  • [19] Berry-Esseen theorem for random walks conditioned to stay positive
    Hong, Wenming
    Sun, Mingyang
    [J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2024, 29 : 1 - 8
  • [20] Scaling limit of the local time of random walks conditioned to stay positive
    Hong, Wenming
    Sun, Mingyang
    [J]. JOURNAL OF APPLIED PROBABILITY, 2024, 61 (03) : 1060 - 1074
12345