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First passage times for correlated random walks and some generalizations

✍ Scribed by George H. Weiss


Publisher
Springer
Year
1984
Tongue
English
Weight
254 KB
Volume
37
Category
Article
ISSN
0022-4715

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Invariance principles for the first pass
✍ Lars Larsson-Cohn πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 73 KB

We prove invariance principles for the ΓΏrst 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.