Geodesic
Functional limit theorem for a stopped random walk attaining a high level
Diskretnaya Matematika, Tome 28 (2016) no. 3, pp. 3-13

Voir la notice de l'article provenant de la source Math-Net.Ru

For a stopped random walk with zero drift conditioned to attain a high level the theorem on the convergence in distribution to the Brownian high jump in the space $D\left[ 0,+\infty \right) $ is proved.
Keywords: Brownian meander, Brownian excursion, Brownian high jump, stopped random walk, functional limit theorems. 
@article{DM_2016_28_3_a0,
     author = {V. I. Afanasyev},
     title = {Functional limit theorem for a stopped random walk attaining a high level},
     journal = {Diskretnaya Matematika},
     pages = {3--13},
     publisher = {mathdoc},
     volume = {28},
     number = {3},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DM_2016_28_3_a0/}
}
TY  - JOUR
AU  - V. I. Afanasyev
TI  - Functional limit theorem for a stopped random walk attaining a high level
JO  - Diskretnaya Matematika
PY  - 2016
SP  - 3
EP  - 13
VL  - 28
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DM_2016_28_3_a0/
LA  - ru
ID  - DM_2016_28_3_a0
ER  - 
%0 Journal Article
%A V. I. Afanasyev
%T Functional limit theorem for a stopped random walk attaining a high level
%J Diskretnaya Matematika
%D 2016
%P 3-13
%V 28
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DM_2016_28_3_a0/
%G ru
%F DM_2016_28_3_a0
V. I. Afanasyev. Functional limit theorem for a stopped random walk attaining a high level. Diskretnaya Matematika, Tome 28 (2016) no. 3, pp. 3-13. http://geodesic.mathdoc.fr/item/DM_2016_28_3_a0/