Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 191-198
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V. I. Afanas'ev. Conditioned stable random walk with a negative drift. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 191-198. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a19/
@article{TVP_1979_24_1_a19,
author = {V. I. Afanas'ev},
title = {Conditioned stable random walk with a~negative drift},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {191--198},
year = {1979},
volume = {24},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a19/}
}
TY - JOUR
AU - V. I. Afanas'ev
TI - Conditioned stable random walk with a negative drift
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1979
SP - 191
EP - 198
VL - 24
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a19/
LA - ru
ID - TVP_1979_24_1_a19
ER -
%0 Journal Article
%A V. I. Afanas'ev
%T Conditioned stable random walk with a negative drift
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 191-198
%V 24
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a19/
%G ru
%F TVP_1979_24_1_a19
Let $(S_n, n\ge 0)$ be a random walk with a negative drift, $T=\min\{n\colon S_n\le 0\}$. We prove that if the Cramer's type conditions are satisfied then there exists a constant $\Delta>0$ such that the random functions $S_{[nt]}/ \Delta n^{1/2}$, $0\le t\le 1$ considered under the condition $T>n$, converge weakly to a Brownian excursion when $n\to\infty$.