A proof from `first principles' of Kesten's result for the probabilities with which a subordinator hits points.
Andrew, Peter (2006)
Electronic Communications in Probability [electronic only]
Kwapien, S., Pycia, M., Schachermayer, W. (1996)
Electronic Communications in Probability [electronic only]
Kargin, Vladislav (2007)
Electronic Communications in Probability [electronic only]
O. Hadžić, D. Nikolić-Despotović (1979)
Matematički Vesnik
Mohamed Boutahar, Claude Deniau (1995)
Metrika
Paramasamy, S. (1990)
International Journal of Mathematics and Mathematical Sciences
Anzelm Iwanik (1989)
Acta Universitatis Carolinae. Mathematica et Physica
Nicole El Karoui (1979)
Séminaire de probabilités de Strasbourg
M. Maurin (1991)
Revue de Statistique Appliquée
Jian-An Yan (1982)
Séminaire de probabilités de Strasbourg
M. Yor (1985)
Annales de l'I.H.P. Probabilités et statistiques
Paul-André Meyer, Jia-An Yan (1987)
Séminaire de probabilités de Strasbourg
Bodo VOLKMANN (1982/1983)
Seminaire de Théorie des Nombres de Bordeaux
Marc Yor (1977)
Séminaire de probabilités de Strasbourg
Christophe Stricker (1988)
Séminaire de probabilités de Strasbourg
Gnedin, Alexander, Olshanski, Grigori (2009)
The Electronic Journal of Combinatorics [electronic only]
He, C., Meini, B., Rhee, N.H., Sohraby, K. (2004)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Jérôme Dedecker, Florence Merlevède, Magda Peligrad (2014)
Annales de l'I.H.P. Probabilités et statistiques
In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and nonirreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, an approach which has interest in itself.
Panchenko, Dmitry (2005)
Electronic Communications in Probability [electronic only]
E. Gelenbe, R. Iasnogorodski (1980)
Annales de l'I.H.P. Probabilités et statistiques