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Invariance principles for the first passage times of perturbed random walks

✍ Scribed by Lars Larsson-Cohn

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 73 KB
Volume: 48
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00015-8

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✦ Synopsis

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.

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