论文标题
综合随机步行的不变性原则，以保持积极状态
Invariance principles for integrated random walks conditioned to stay positive
论文作者
论文摘要
令$ s（n）$为有限第二时刻的中心随机步行。我们考虑集成的随机步行$ t（n）= s（0）+s（1）+\ dots+s（n）$。在综合随机步行保持积极的条件下，我们证明了蜿蜒的曲折和桥梁的不变性原则。此外，我们证明了其DOOB的$ h $转换到Kolmogorov扩散的$ H $转换的功能融合，该融合均可保持积极。
Let $S(n)$ be a centered random walk with finite second moment. We consider the integrated random walk $T(n) = S(0)+S(1)+\dots+S(n)$. We prove invariance principles for the meander and for the bridge of this process, under the condition that the integrated random walk remains positive. Furthermore, we prove the functional convergence of its Doob's $h$-transform to the $h$-transform of the Kolmogorov diffusion conditioned to stay positive.
