On the limit law of a random walk conditioned to reach a high level Full article

Journal	Stochastic Processes and their Applications ISSN: 0304-4149
Output data	Year: 2011, Volume: 121, Number: 2, Pages: 288 - 313 Pages count : 26 DOI: 10.1016/j.spa.2010.10.007
Authors	Foss SG 1,2 , Puhalskii AA 3,4
Affiliations	1 Heriot-Watt University, Edinburgh 2 Sobolev Institute of Mathematics, Siberian Branch of the RAS, Novosibirsk 3 University of Colorado Denver, Denver 4 Institute for Problems in Information Transmission, Moscow