On the Local Time of a Stopped Random Walk Attaining a High Level
An integer-valued random walk with zero drift and finite variance stopped at the time of the first hit of the semiaxis is considered. For the random process defined for a variable as the number of visits of this walk to the state and conditioned on the event , a functional limit theorem on its conve...
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Veröffentlicht in: | Proceedings of the Steklov Institute of Mathematics 2022-03, Vol.316 (1), p.5-25 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | An integer-valued random walk
with zero drift and finite variance
stopped at the time
of the first hit of the semiaxis
is considered. For the random process defined for a variable
as the number of visits of this walk to the state
and conditioned on the event
, a functional limit theorem on its convergence to the local time of the Brownian high jump is proved. |
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ISSN: | 0081-5438 1531-8605 |
DOI: | 10.1134/S0081543822010035 |