Skip to main content
Log in

Local time of a random walk up to the first passage to the semiaxis

  • Published:
Mathematical notes of the Academy of Sciences of the USSR Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

  1. M. Shimura, “A class of conditional limit theorems related to ruin problem,” Ann. Probab.,11, No. 1, 40–45 (1983).

    Google Scholar 

  2. R. A. Doney, “A note on conditioned random walk,” J. Appl. Probab.,20, No. 2, 409–412 (1983).

    Google Scholar 

  3. V. I. Afanas'eva, “Functionals of a random walk up to the time of the passage to the negative semiaxis,” Teor. Veroyatn. Primen.,31, No. 4, 773–777 (1986).

    Google Scholar 

  4. V. I. Afanas'ev, “Mean value of a function of a random walk up to the time of the first passage to the semiaxis,” Mat. Zametki,42, No. 6, 895–901 (1987).

    Google Scholar 

  5. W. D. Kaigh, “An invariance principle for random walk conditioned by a late return to zero,” Ann. Probab.,4, No. 1, 115–121 (1976).

    Google Scholar 

  6. P. Billingsley, Convergence of Probability Measures, Wiley, New York (1968).

    Google Scholar 

  7. F. Spitzer, Principles of Random Walk, Van Nostrand, Princeton (1964).

    Google Scholar 

  8. R. T. Durrett and D. L. Iglehart, “Functionals of Brownian meander and Brownian excursion,” Ann. Probab.,5, No. 1, 130–135 (1977).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Matematicheskie Zametki, Vol. 48, No. 6, pp. 3–9, December, 1990.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Afanas'ev, V.I. Local time of a random walk up to the first passage to the semiaxis. Mathematical Notes of the Academy of Sciences of the USSR 48, 1173–1177 (1990). https://doi.org/10.1007/BF01240256

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01240256

Keywords

Navigation