The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  • Bertoin, J.; Doney, R. A. On conditioning a random walk to stay nonnegative. Ann. Probab. 22 (1994), no. 4, 2152--2167. MR1331218
  • Denisov, Denis; Shneer, Vsevolod. Asymptotics for first-passage times of Lévy processes and random walks. ArXiv Preprint 0712.0728.
  • Denisov, D.; Dieker, A. B.; Shneer, V. Large deviations for random walks under subexponentiality: the big-jump domain. Ann. Probab. 36 (2008), no. 5, 1946--1991. MR2440928
  • Denisov, Denis; Wachtel, Vitali. Conditional limit theorems for ordered random walks. Electron. J. Probab. 15 (2010), no. 11, 292--322. MR2609589
  • Doney, R. A. The Martin boundary and ratio limit theorems for killed random walks. J. London Math. Soc. (2) 58 (1998), no. 3, 761--768. MR1678162
  • Eichelsbacher, Peter; König, Wolfgang. Ordered random walks. Electron. J. Probab. 13 (2008), no. 46, 1307--1336. MR2430709
  • Ignatiouk-Robert, Irina. Martin boundary of a killed random walk on a half-space. J. Theoret. Probab. 21 (2008), no. 1, 35--68. MR2384472
  • Ignatiouk-Robert, Irina; Loree, Christophe. Martin boundary of a killed random walk on a quadrant. Ann. Probab. 38 (2010), no. 3, 1106--1142. MR2674995
  • Ignatiouk-Robert, I. Martin boundary of a killed random walk on mathbbZ_+^d. ArXiv Preprint 0909.3921.
  • Jacka, Saul; Warren, Jon. Examples of convergence and non-convergence of Markov chains conditioned not to die. Electron. J. Probab. 7 (2002), no. 1, 22 pp. (electronic). MR1887621
  • König, Wolfgang; Schmid, Patrick. Random walks conditioned to stay in Weyl chambers of type C and D. Electron. Commun. Probab. 15 (2010), 286--296. MR2670195
  • Nagaev, S. V. Large deviations of sums of independent random variables. Ann. Probab. 7 (1979), no. 5, 745--789. MR0542129
  • Raschel, Kilian. Green functions and Martin compactification for killed random walks related to $\rm SU(3)$. Electron. Commun. Probab. 15 (2010), 176--190. MR2651549
  • Raschel, K. Green functions for killed random walk in the Weyl chamber of Sp(4). ph Ann. Inst. H. Poincaré Probab. Statist., 47, (2011), 1001--1019.
  • Rosenthal, Haskell P. On the subspaces of $L^{p}$ $(p>2)$ spanned by sequences of independent random variables. Israel J. Math. 8 1970 273--303. MR0271721
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.