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dc.contributor.authorSohier, Julien
dc.date.accessioned2010-12-06T11:52:54Z
dc.date.available2010-12-06T11:52:54Z
dc.date.issued2010-11
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5242
dc.language.isoenen
dc.subjectInvariance Principleen
dc.subjectConditioning to stay positiveen
dc.subjectRandom walksen
dc.subject.ddc519en
dc.titleA functional limit convergence towards brownian excursion.en
dc.typeDocument de travail / Working paper
dc.description.abstractenWe consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} there exists a positive sequence $a_n$ such that $S_n/a_n$ converges in law towards $Z$. The main result of this note is that the rescaled process $(S_{\lfloor nt \rfloor}/a_n, t \geq 0)$ conditioned to stay non-negative, to start and to come back \textit{near the origin} converges in law towards the normalized brownian excursion.en
dc.publisher.nameUniversité Paris Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages22en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00541530/fr/
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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