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Limit distribution of the first passage time of a regenerating random walk with reflection

✍ Scribed by S. A. Muzrapov


Book ID
112480563
Publisher
Springer
Year
1990
Tongue
English
Weight
103 KB
Volume
42
Category
Article
ISSN
0041-5995

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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.