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Contents of PMS, Vol. 6, Fasc. 1,
pages 29 - 41
 

FUNCTIONAL RANDOM CENTRAL LIMIT THEOREMS FOR RANDOM WALKS CONDITIONED TO STAY POSITIVE

A. Szubarga
D. Szynal

Abstract: The aim of this note is to investigate the limiting behaviour of the random function Y Nn conditioned on [T > N ], n where (N ,n > 0) n is a sequence of positive integer-valued random variables. The results obtained are extensions of results [7] under the additional assumption that E|X |3 < +o o , 1 and X 1 is non-lattice or integer-valued with span 1.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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