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Exceptional times and invariance for dynamical random walks

✍ Scribed by Davar Khoshnevisan; David A. Levin; Pedro J. Méndez-Hernández

Book ID
106137664
Publisher
Springer
Year
2005
Tongue
English
Weight
313 KB
Volume
134
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES

Invariance principles for the first pass
Invariance principles for the first passage times of perturbed random walks
✍ Lars Larsson-Cohn 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 73 KB

We prove invariance principles for the ÿrst passage time process of a perturbed random walk in one or two dimensions. More precisely, weak convergence to Brownian motion with respect to Skorohod's J1-topology is proved under suitable conditions on the perturbations.