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May, 1984 Conditioned Limit Theorems and Heavy Traffic
G. Hooghiemstra, D. P. Kennedy
Ann. Probab. 12(2): 631-634 (May, 1984). DOI: 10.1214/aop/1176993310

Abstract

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.

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G. Hooghiemstra. D. P. Kennedy. "Conditioned Limit Theorems and Heavy Traffic." Ann. Probab. 12 (2) 631 - 634, May, 1984. https://doi.org/10.1214/aop/1176993310

Information

Published: May, 1984
First available in Project Euclid: 19 April 2007

MathSciNet: MR735858
zbMATH: 0535.60020
Digital Object Identifier: 10.1214/aop/1176993310

Subjects:
Primary: 60F05
Secondary: 60K25

Keywords: Brownian excursion , conditioned limit theorems , GI/G/1 queue , heavy traffic , Meander

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 2 • May, 1984
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