Download this PDF file Fullscreen Fullscreen Off
References
- L. Alili and R. A. Doney. Wiener-Hopf factorization revisited and some applications. Stochastics Stochastics Rep. 66 (1999), no. 1-2, 87--102. Math. Review 2000b:60208.
- J. Bertoin and R. A. Doney. On conditioning a random walk to stay nonnegative. Ann. Probab. 22 (1994), no. 4, 2152--2167. Math. Review 96b:60168.
- S. Asmussen. Applied probability and queues. Second edition. Applications of Mathematics 51, Springer-Verlag, New York (2003). Math. Review 2004f:60001.
- N. H. Bingham, C. M. Goldie and J. L. Teugels. Regular variation. Encyclopedia of Mathematics and its Applications 27, Cambridge University Press, Cambridge (1989). Math. Review 90i:26003.
- A. Bryn-Jones and R. A. Doney. A functional central limit theorem for random walks conditional to stay non-negative. To appear in Proc. London Math. Soc. Math. Review number not available.
- F. Caravenna. A local limit theorem for random walks conditioned to stay positive. Probab. Theory Related Fields 133 (2005), no. 4, 508--530. Math. Review MR2197112.
- F. Caravenna and L. Chaumont. An invariance principle for bridges of conditioned random walks. In preparation. Math. Review number not available.
- F. Caravenna, G. Giacomin and L. Zambotti. A renewal theory approach to copolymer models with adsorption. Preprint (2005), arXiv.org: math.PR/0507178. Math. Review number not available.
- J.-D. Deuschel, G. Giacomin and L. Zambotti. Scaling limits of equilibrium wetting models in $(1+1)$-dimension. Probab. Theory Related Fields 132 (2005), no. 4, 471--500. Math. Review MR2198199.
- R. A. Doney. One-sided local large deviation and renewal theorems in the case of infinite mean. Probab. Theory Related Fields 107 (1997), no. 4, 451--465. Math. Review 98e:60040.
- R. A. Doney and P. E. Greenwood. On the joint distribution of ladder variables of random walk. Probab. Theory Related Fields 94 (1993), no. 4, 457--472. Math. Review 93k:60170.
- W. Feller. An introduction to probability theory and its applications, vol. I. Third edition. John Wiley & Sons, Inc., New York-London-Sydney (1968). Math. Review 37 #3604.
- W. Feller. An introduction to probability theory and its applications, vol. II. Second edition. John Wiley & Sons, Inc., New York-London-Sydney (1971). Math. Review 42 #5292.
- P. J. Fitzsimmons, B. Fristedt and B. Maisonneuve. Intersections and limits of regenerative sets. Z. Wahrsch. Verw. Gebiete 70 (1985), no. 2, 157--173. Math. Review 87i:60081.
- B. V. Gnedenko and A. N. Kolmogorov. Limit distributions for sums of independent random variables. Translated and annotated by K. L. Chung. With an Appendix by J. L. Doob. Addison-Wesley Publishing Company, Inc., Cambridge, Mass. (1954). Math. Review 16,52d.
- Y. Isozaki and N. Yoshida. Weakly pinned random walk on the wall: pathwise descriptions of the phase transition. Stochastic Process. Appl. 96 (2001), no. 2, 261--284. Math. Review 2003e:60221.
- W. D. Kaigh. An invariance principle for random walk conditioned by a late return to zero. Ann. Probability 4 (1976), no. 1, 115--121. Math. Review 54 #3786.
- G. Matheron. Random sets and integral geometry. With a foreword by Geoffrey S. Watson. Wiley Series in Probability and Mathematical Statistics. John Wiley & Sons, New York-London-Sydney (1975). Math. Review 52 #6828.
- D. Revuz and M. Yor. Continuous martingales and Brownian motion. Grundlehren der Mathematischen Wissenschaften 293, Springer-Verlag, Berlin (1991). Math. Review 92d:60053.
- Y. Velenik. Localization and Delocalization of Random Interfaces. Lecture notes for a course given in the workshop Topics in Random Interfaces and Directed Polymers, Leipzig, September 12--17, 2005. To appear in Probability Surveys (2006). Math. Review number not available.

This work is licensed under a Creative Commons Attribution 3.0 License.