Fluctuations of shapes of large areas under paths of random walks
(1996)
Journal Article
Dobrushin, R., & Hryniv, O. (1996). Fluctuations of shapes of large areas under paths of random walks. Probability Theory and Related Fields, 105(4), 423-458. https://doi.org/10.1007/bf01191908
We discuss statistical properties of random walks conditioned by fixing a large area under their paths. We prove the functional central limit theorem (invariance principle) for these conditional distributions. The limiting Gaussian measure coincides... Read More about Fluctuations of shapes of large areas under paths of random walks.