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Invariance principle for nonhomogeneous random walks on the grid ℤ1

✍ Scribed by D. A. Yarotskii

Book ID
110617780
Publisher
SP MAIK Nauka/Interperiodica
Year
1999
Tongue
English
Weight
618 KB
Volume
66
Category
Article
ISSN
0001-4346

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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.