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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2017 Volume 29, Issue 4, Pages 28–40 (Mi dm1438)

This article is cited in 5 papers

Convergence to the local time of Brownian meander

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: Let $\left\{ S_{n},\;n\geq 0\right\}$ be integer-valued random walk with zero drift and variance $\sigma^2$. Let $\xi(k,n)$ be number of $t\in\{1,\ldots,n\}$ such that $S(t)=k$. For the sequence of random processes $\xi(\lfloor u\sigma \sqrt{n}\rfloor,n)$ considered under conditions $S_{1}>0,\ldots ,S_{n}>0$ a functional limit theorem on the convergence to the local time of Brownian meander is proved.

Keywords: Brownian meander, local time of Brownian meander, sojourn time of random walk, functional limit theorems.

UDC: 519.217.31

Received: 27.06.2017
Revised: 28.10.2017

DOI: 10.4213/dm1438


 English version:
Discrete Mathematics and Applications, 2019, 29:3, 149–158

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