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Steklov Mathematical Institute Seminar
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Conditional limit theorems for random walks and their local times V. I. Afanasyev |
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Abstract: In the classical theory of random walks, two functional limit theorems are well known: the Donsker-Prokhorov invariance principle for random walks themselves and the Borodin theorem for the local time of integer random walks. The report discusses analogs of these results obtained 1) for a random walk considered under the condition that its trajectory is positive up to time 2) for a random walk stopped at the moment It is well known that conditional limit theorems for a random walk itself are in demand in the theory of branching processes in a random environment. It turns out that conditional limit theorems for the local time of a random walk find application in the classical theory of Galton-Watson branching processes. In particular, the connection of these theorems with the most important functional limit theorems for Galton-Watson branching processes is established. |