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A limit theorem for two-dimensional conditioned random walk

Published online by Cambridge University Press:  22 January 2016

Michio Shimura
Michio Shimura*
Affiliation:
Institute of Mathematics, University of Tsukuba, Sakura-mura Niihari-gun Ibaraki, 305, Japan
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Let {(Sn, Tn), n = 0, 1, 2, …} be a two-dimensional random walk with stationary independent increments starting at the origin 0. Throughout the paper we always assume the following condition:

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 95 , September 1984 , pp. 105 - 116
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1984

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