A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE
In this paper we consider an aperiodic integer-valued random walk S and a process S* that is a harmonic transform of S killed when it first enters the negative half; informally, S* is āS conditioned to stay non-negativeā. If S is in the domain of attraction of the standard normal ā¦