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- W2252861242 abstract "This paper extends the result of Broniatowski and Caron (2013) pertaining to the asymptotic distribution of a random walk conditioned on its final value as the number of summands increase. We consider multivariate light-tailed random walk and present a sharp approximation of long runs conditioned by an average of a function of its summands as their number tends to infinity." @default.
- W2252861242 created "2016-06-24" @default.
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- W2252861242 date "2014-01-14" @default.
- W2252861242 modified "2023-09-27" @default.
- W2252861242 title "Approximation of a multivariate conditional density" @default.
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