Invariance principles for the first passage times of perturbed random walks

DOI10.1016/S0167-7152(00)00015-8MaRDI QIDQ1573261zbMATH OpenOpenAlexFDO

Authors Lars Larsson-Cohn

Publication date 10 August 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(00)00015-8

zbMATH Keywords

weak convergenceBrownian motionrenewal theorySkorokhod topologies

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3840948 (Why is no real title available?)
• scientific article; zbMATH DE number 192907 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• First passage times for perturbed random walks
• On the asymptotic distribution of the sum of a random number of independent random variables
• Stopped two-dimensional perturbed random walks and Lévy processes
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(3)

• Transformations of the simplest nonsymmetric random walks and some applications of the invariance principle
• The first order correction to harmonic measure for random walks of rotationally invariant step distribution
• First passage times for perturbed random walks

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