49 citations · 128 across the 31 of their papers we have counts for
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math.ST2012★ 3 cited
A conditional limit theorem for random walks under extreme deviation
Michel Broniatowski, Zhansheng Cao
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>…
math.ST2012★ 1 cited
Stretched random walks and the behaviour of their summands
Michel Broniatowski, Zhansheng Cao
This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must sha…