@article{SPS_1994__28__116_0,
author = {Bertoin, Jean and Doney, Ron A.},
title = {On conditioning random walks in an exponential family to stay nonnegative},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
volume = {28},
year = {1994},
pages = {116-121},
mrnumber = {1329107},
zbl = {0814.60079},
language = {fr},
url = {http://dml.mathdoc.fr/item/SPS_1994__28__116_0}
}
Bertoin, Jean; Doney, R.A. On conditioning random walks in an exponential family to stay nonnegative. Séminaire de probabilités de Strasbourg, Tome 28 (1994) pp. 116-121. http://gdmltest.u-ga.fr/item/SPS_1994__28__116_0/
[1] and : On conditioning a random walk to stay nonnegative, Ann. Probab. (to appear). | MR 1331218 | Zbl 0834.60079
[2] , , and : Regular Variation. Cambridge University Press 1987, Cambridge. | MR 898871 | Zbl 0617.26001
[3] : Discrete potential theory and boundaries, J. Math. Mecha. 8 (1959), 433-458. | MR 107098 | Zbl 0101.11503
[4] : Limit theorems for random walks conditioned to stay positive, Ann. Probab.20 (1992), 801-824. | MR 1159575 | Zbl 0756.60062
[5] : On the probability of large deviations for sums of independent random variables, Theory Probab. Appl. 10 (1965), 287-97. | MR 185645 | Zbl 0235.60028
[6] : Markov Chains. North Holland 1975, Amsterdam. | MR 415773 | Zbl 0332.60045
[7] :Principles of Random Walks. Van Nostrand 1964, Princeton. | MR 171290 | Zbl 0119.34304
[8] and : The exponential rate of convergence of the maximum of a random walk, J. Appl. Prob.12 (1975), 279-288. | MR 373017 | Zbl 0307.60061