In this note we prove a generalisation of a conditioned functional central limit theorem of Bolthausen (cf. [3]). This generalisation explains the nature of the discontinuity between such conditioned limit theorems for random walks (or in queueing for waiting times) with or without drift.
Publié le : 1984-05-14
Classification:
Brownian excursion,
meander,
conditioned limit theorems,
GI/G/1 queue,
heavy traffic,
60F05,
60K25
@article{1176993310,
author = {Hooghiemstra, G. and Kennedy, D. P.},
title = {Conditioned Limit Theorems and Heavy Traffic},
journal = {Ann. Probab.},
volume = {12},
number = {4},
year = {1984},
pages = { 631-634},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993310}
}
Hooghiemstra, G.; Kennedy, D. P. Conditioned Limit Theorems and Heavy Traffic. Ann. Probab., Tome 12 (1984) no. 4, pp. 631-634. http://gdmltest.u-ga.fr/item/1176993310/