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First-passage times in complex scale-invariant media

✍ Scribed by Klafter, J.; Condamin, S.; Bénichou, O.; Tejedor, V.; Voituriez, R.


Book ID
109896971
Publisher
Nature Publishing Group
Year
2007
Tongue
English
Weight
608 KB
Volume
450
Category
Article
ISSN
0028-0836

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📜 SIMILAR VOLUMES


Invariance principles for the first pass
✍ 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.