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On the asymptotic behaviour of first passage times for discussions

✍ Scribed by G. Keller; G. Kersting; U. Rösler


Publisher
Springer
Year
1988
Tongue
English
Weight
679 KB
Volume
77
Category
Article
ISSN
1432-2064

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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.