|
1
|
Li Y, Yao Q. Large and moderate deviations for record numbers in some non–nearest neighbor random walks. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2022. [DOI: 10.1214/22-ecp497] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
Affiliation(s)
- Yuqiang Li
- Key Laboratory of Advanced Theory and Application in Statistics and Data Science–MOE, School of Statistics, East China Normal University
| | - Qiang Yao
- Key Laboratory of Advanced Theory and Application in Statistics and Data Science–MOE, School of Statistics, East China Normal University and NYU–ECNU Institute of Mathematical Sciences at NYU Shanghai
| |
Collapse
|
|
2
|
|
|
3
|
Uchiyama K. On the ladder heights of random walks attracted to stable laws of exponent 1. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2018. [DOI: 10.1214/18-ecp122] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
|
|
4
|
|
|
5
|
Chaumont L, Doney RA. Invariance principles for local times at the maximum of random walks and Lévy processes. ANN PROBAB 2010. [DOI: 10.1214/09-aop512] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
|
|
6
|
Caravenna F, Chaumont L. Invariance principles for random walks conditioned to stay positive. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 2008. [DOI: 10.1214/07-aihp119] [Citation(s) in RCA: 32] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
|
|
7
|
Vatutin VA, Wachtel V. Local probabilities for random walks conditioned to stay positive. Probab Theory Relat Fields 2008. [DOI: 10.1007/s00440-007-0124-8] [Citation(s) in RCA: 51] [Impact Index Per Article: 3.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
|
|
8
|
Multivariate weighted renewal functions. J MULTIVARIATE ANAL 2007. [DOI: 10.1016/j.jmva.2005.07.007] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
|
|
9
|
|
|
10
|
|
|
11
|
|
|
12
|
|
|
13
|
Doney RA. Conditional limit theorems for asymptotically stable random walks. Probab Theory Relat Fields 1985. [DOI: 10.1007/bf00534868] [Citation(s) in RCA: 15] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
|