Hooghiemstra, G.; Kennedy, D. P. Conditioned limit theorems and heavy traffic. (English) Zbl 0535.60020 Ann. Probab. 12, 631-634 (1984). Summary: In this note we prove a generalisation of a conditioned functional central limit theorem of E. Bolthausen [cf. ibid. 4, 480-485 (1976; Zbl 0336.60024)]. This generalisation explains the nature of the discontinuity between such conditioned limit theorems for random walks (or in queueing for waiting times) with or without drift. Cited in 2 Documents MSC: 60F05 Central limit and other weak theorems 60K25 Queueing theory (aspects of probability theory) 60J65 Brownian motion Keywords:Brownian excursion; heavy traffic; conditioned limit theorems Citations:Zbl 0336.60024 × Cite Format Result Cite Review PDF Full Text: DOI